O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2023 Filing

Filed May 12, 2023

Portfolio Value

$6.4B

Holdings

1,472

Report Date

Q1 2023

Filing Type

13F-HR

All Holdings (1,472 positions)

#	Stock	Shares	Value	% Portfolio
1	MSFTMICROSOFT CORP	423,901	$122.2M	1.92%
2	AAPLAPPLE INC	713,711	$117.7M	1.85%
3	MPCMARATHON PETE CORP	849,779	$114.6M	1.80%
4	MOALTRIA GROUP INC	2,192,055	$97.8M	1.54%
5	FICOFAIR ISAAC CORP	122,827	$86.3M	1.36%
6	SHVISHARES TR	686,705	$75.9M	1.19%
7	DOWDOW INC	1,280,984	$70.2M	1.10%
8	BLDRBUILDERS FIRSTSOURCE INC	765,089	$67.9M	1.07%
9	AIGAMERICAN INTL GROUP INC	1,339,862	$67.5M	1.06%
10	WYWEYERHAEUSER CO MTN BE	2,215,654	$66.8M	1.05%
11	AMGNAMGEN INC	271,899	$65.7M	1.03%
12	TRVCCITIGROUP INC	1,160,338	$54.4M	0.86%
13	HSTHOST HOTELS & RESORTS INC	3,224,971	$53.2M	0.84%
14	7HPHP INC	1,712,509	$50.3M	0.79%
15	MRO*MARATHON OIL CORP	2,052,999	$49.2M	0.77%
16	PGPROCTER AND GAMBLE CO	330,385	$49.1M	0.77%
17	CAHCARDINAL HEALTH INC	631,480	$47.7M	0.75%
18	EQHEQUITABLE HLDGS INC	1,845,081	$46.8M	0.74%
19	BKBANK NEW YORK MELLON CORP	1,022,372	$46.5M	0.73%
20	ORCLORACLE CORP	494,290	$45.9M	0.72%
21	SYFSYNCHRONY FINANCIAL	1,520,974	$44.2M	0.70%
22	AZOAUTOZONE INC	17,921	$44.1M	0.69%
23	KLACKLA CORP	109,612	$43.8M	0.69%
24	CMCSACOMCAST CORP NEW	1,150,782	$43.6M	0.69%
25	BRK/BBERKSHIRE HATHAWAY INC DEL	141,180	$43.6M	0.69%
26	STIPISHARES TR	436,245	$43.3M	0.68%
27	XOMEXXON MOBIL CORP	391,376	$42.9M	0.67%
28	MCKMCKESSON CORP	117,488	$41.8M	0.66%
29	CHRWC H ROBINSON WORLDWIDE INC	417,127	$41.4M	0.65%
30	CITHE CIGNA GROUP	158,679	$40.5M	0.64%
31	WFCWELLS FARGO CO NEW	1,047,663	$39.2M	0.62%
32	PEPPEPSICO INC	212,215	$38.7M	0.61%
33	DFSEURDISCOVER FINL SVCS	387,397	$38.3M	0.60%
34	APAAPA CORPORATION	1,056,356	$38.1M	0.60%
35	NVRNVR INC	6,800	$37.9M	0.60%
36	LOWLOWES COS INC	188,804	$37.8M	0.59%
37	EMNEASTMAN CHEM CO	446,247	$37.6M	0.59%
38	DGXQUEST DIAGNOSTICS INC	263,845	$37.3M	0.59%
39	MASMASCO CORP	732,557	$36.4M	0.57%
40	VVISA INC	161,273	$36.4M	0.57%
41	CSCOCISCO SYS INC	675,568	$35.3M	0.56%
42	NUENUCOR CORP	226,360	$35.0M	0.55%
43	DRIDARDEN RESTAURANTS INC	223,817	$34.7M	0.55%
44	IPINTERNATIONAL PAPER CO	926,779	$33.4M	0.53%
45	RYROYAL BK CDA SUSTAINABL	341,680	$32.7M	0.51%
46	PHMPULTE GROUP INC	557,297	$32.5M	0.51%
47	JNJJOHNSON & JOHNSON	208,312	$32.3M	0.51%
48	IGSBISHARES TR	637,297	$32.2M	0.51%
49	LMTLOCKHEED MARTIN CORP	66,818	$31.6M	0.50%
50	HONHONEYWELL INTL INC	161,571	$30.9M	0.49%
51	CVXCHEVRON CORP NEW	188,878	$30.8M	0.48%
52	MMM3M CO	291,390	$30.6M	0.48%
53	MRKMERCK & CO INC	286,495	$30.5M	0.48%
54	LLYLILLY ELI & CO	88,581	$30.4M	0.48%
55	NVDANVIDIA CORPORATION	108,637	$30.2M	0.47%
56	VLOVALERO ENERGY CORP	215,793	$30.1M	0.47%
57	UNHUNITEDHEALTH GROUP INC	62,230	$29.4M	0.46%
58	SPGSIMON PPTY GROUP INC NEW	260,416	$29.2M	0.46%
59	CHTRCHARTER COMMUNICATIONS INC N	78,780	$28.2M	0.44%
60	GOOGLALPHABET INC	266,486	$27.6M	0.43%
61	AMZNAMAZON COM INC	266,090	$27.5M	0.43%
62	WMTWALMART INC	183,262	$27.0M	0.42%
63	AGGISHARES TR	264,894	$26.4M	0.42%
64	HCAHCA HEALTHCARE INC	99,130	$26.1M	0.41%
65	LKQ1LKQ CORP	452,894	$25.7M	0.40%
66	JPMJPMORGAN CHASE & CO	192,504	$25.1M	0.39%
67	KOCOCA COLA CO	390,270	$24.2M	0.38%
68	CATCATERPILLAR INC	105,416	$24.1M	0.38%
69	DVNDEVON ENERGY CORP NEW	466,854	$23.6M	0.37%
70	LBTYBLIBERTY GLOBAL PLC	1,143,005	$23.3M	0.37%
71	MCDMCDONALDS CORP	82,847	$23.2M	0.36%
72	CNRCANADIAN NATL RY CO	191,169	$22.6M	0.35%
73	ADPAUTOMATIC DATA PROCESSING IN	99,265	$22.1M	0.35%
74	ABBVABBVIE INC	137,955	$22.0M	0.35%
75	BBYBEST BUY INC	280,234	$21.9M	0.34%
76	HDHOME DEPOT INC	74,076	$21.9M	0.34%
77	REGREGENCY CTRS CORP	351,142	$21.5M	0.34%
78	GOOGALPHABET INC	204,213	$21.2M	0.33%
79	MAMASTERCARD INCORPORATED	58,181	$21.1M	0.33%
80	PFEPFIZER INC	516,175	$21.1M	0.33%
81	COPCONOCOPHILLIPS	211,979	$21.0M	0.33%
82	ADBEADOBE SYSTEMS INCORPORATED	54,120	$20.9M	0.33%
83	DWDMORGAN STANLEY	231,728	$20.3M	0.32%
84	TSMTAIWAN SEMICONDUCTOR MFG LTD	218,195	$20.3M	0.32%
85	BACBANK AMERICA CORP	708,209	$20.3M	0.32%
86	ELVELEVANCE HEALTH INC	43,753	$20.1M	0.32%
87	HIGHARTFORD FINL SVCS GROUP INC	286,831	$20.0M	0.31%
88	STXSEAGATE TECHNOLOGY HLDNGS PL	301,728	$19.9M	0.31%
89	UNMUNUM GROUP	501,263	$19.8M	0.31%
90	CRCCANADIAN NAT RES LTD	354,506	$19.6M	0.31%
91	MFCMANULIFE FINL CORP	1,028,164	$18.9M	0.30%
92	ACNACCENTURE PLC IRELAND	65,974	$18.9M	0.30%
93	IBMINTERNATIONAL BUSINESS MACHS	142,661	$18.7M	0.29%
94	NOCNORTHROP GRUMMAN CORP	40,443	$18.7M	0.29%
95	COSTCOSTCO WHSL CORP NEW	37,350	$18.6M	0.29%
96	PG4PRINCIPAL FINANCIAL GROUP IN	247,513	$18.4M	0.29%
97	CFCF INDS HLDGS INC	252,412	$18.3M	0.29%
98	LYBLYONDELLBASELL INDUSTRIES N	194,849	$18.3M	0.29%
99	GILDGILEAD SCIENCES INC	216,843	$18.0M	0.28%
100	4I1PHILIP MORRIS INTL INC	184,051	$17.9M	0.28%

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