O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2022 Filing

Filed February 10, 2023

Portfolio Value

$6.1B

Holdings

1,387

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (1,387 positions)

#StockSharesValue% PortfolioType
101
KMIKINDER MORGAN INC DEL
960,275$17.4B283.11%
102
GILDGILEAD SCIENCES INC
201,210$17.3B281.67%
103
LYBLYONDELLBASELL INDUSTRIES N
206,312$17.1B279.33%
104
DPZDOMINOS PIZZA INC
49,022$17.0B276.90%
105
DWDMORGAN STANLEY
199,341$16.9B276.36%
106
MAMASTERCARD INCORPORATED
48,372$16.8B274.29%
107
CP.TOCANADIAN PAC RY LTD
223,179$16.6B271.37%
108
GPCGENUINE PARTS CO
95,710$16.6B270.80%
109
CMACOMERICA INC
246,216$16.5B268.40%
110
METMETLIFE INC
226,858$16.4B267.70%
111
NUENUCOR CORP
124,501$16.4B267.58%
112
BMYBRISTOL-MYERS SQUIBB CO
220,700$15.9B258.94%
113
GOOGALPHABET INC
175,426$15.6B253.82%
114
CVECENOVUS ENERGY INC
776,509$15.1B245.68%
115
CSXCSX CORP
482,321$14.9B243.66%
116
MOSMOSAIC CO NEW
337,425$14.8B241.38%
117
HRBBLOCK H & R INC
405,255$14.8B241.26%
118
BBYBEST BUY INC
183,473$14.7B239.96%
119
BACVERIZON COMMUNICATIONS INC
366,196$14.4B235.28%
120
NVDANVIDIA CORPORATION
97,945$14.3B233.40%
121
WHRWHIRLPOOL CORP
100,288$14.2B231.33%
122
TSMTAIWAN SEMICONDUCTOR MFG LTD
190,137$14.2B230.96%
123
COFCAPITAL ONE FINL CORP
147,876$13.7B224.14%
124
ABTABBOTT LABS
122,178$13.4B218.73%
125
ENBENBRIDGE INC
342,463$13.4B218.27%
126
PG4PRINCIPAL FINANCIAL GROUP IN
158,854$13.3B217.37%
127
GIB/ACGI INC
154,016$13.3B216.45%
128
PAYXPAYCHEX INC
114,277$13.2B215.34%
129
HPEHEWLETT PACKARD ENTERPRISE C
822,620$13.1B214.08%
130
DELLDELL TECHNOLOGIES INC
324,152$13.0B212.58%
131
CVSCVS HEALTH CORP
139,283$13.0B211.65%
132
RRYDER SYS INC
154,612$12.9B210.69%
133
HIGHARTFORD FINL SVCS GROUP INC
168,010$12.7B207.75%
134
MRSHMARSH & MCLENNAN COS INC
76,626$12.7B206.78%
135
VLOVALERO ENERGY CORP
99,319$12.6B205.45%
136
NVONOVO-NORDISK A S
91,199$12.3B201.26%
137
NTRNUTRIEN LTD
168,746$12.3B200.90%
138
BNSBANK NOVA SCOTIA HALIFAX
251,362$12.3B200.82%
139
TKCTURKCELL ILETISIM HIZMETLERI
2,567,849$12.3B200.56%
140
RIORIO TINTO PLC
170,845$12.2B198.36%
141
AVGOBROADCOM INC
21,385$12.0B194.97%
142
NVSNNOVARTIS AG
129,928$11.8B192.21%
143
CTVACORTEVA INC
197,562$11.6B189.36%
144
IPGINTERPUBLIC GROUP COS INC
347,284$11.6B188.64%
145
MDLZMONDELEZ INTL INC
173,433$11.6B188.49%
146
TSNTYSON FOODS INC
184,932$11.5B187.71%
147
SLBSCHLUMBERGER LTD
214,657$11.5B187.13%
148
GDGENERAL DYNAMICS CORP
46,172$11.5B186.80%
149
ORLYOREILLY AUTOMOTIVE INC
13,454$11.4B185.17%
150
EOGEOG RES INC
85,990$11.1B181.61%
151
COSTCOSTCO WHSL CORP NEW
24,333$11.1B181.14%
152
BLKCHFBLACKROCK INC
15,070$10.7B174.14%
153
BNBROOKFIELD CORP
331,704$10.4B170.10%
154
FFORD MTR CO DEL
880,497$10.2B166.97%
155
VALEVALE S A
599,666$10.2B165.94%
156
CLCOLGATE PALMOLIVE CO
124,838$9.8B160.38%
157
LENLENNAR CORP
107,009$9.7B157.90%
158
KOFCOCA-COLA FEMSA SAB DE CV
142,171$9.7B157.36%
159
BXPBOSTON PROPERTIES INC
142,517$9.6B157.04%
160
ACGLARCH CAP GROUP LTD
152,444$9.6B156.06%
161
NWGNATWEST GROUP PLC
1,476,841$9.5B155.57%
162
CITCINTAS CORP
20,933$9.5B154.15%
163
BBWIBATH & BODY WORKS INC
223,476$9.4B153.55%
164
ZTSZOETIS INC
64,000$9.4B152.95%
165
ABXBARRICK GOLD CORP
544,050$9.3B152.08%
166
OMCOMNICOM GROUP INC
112,206$9.2B149.24%
167
WMWASTE MGMT INC DEL
57,736$9.1B147.69%
168
CHRWC H ROBINSON WORLDWIDE INC
97,553$8.9B145.62%
169
NEENEXTERA ENERGY INC
106,673$8.9B145.41%
170
SBUXSTARBUCKS CORP
89,350$8.9B144.53%
171
INFYINFOSYS LTD
479,887$8.6B140.93%
172
MGMMGM RESORTS INTERNATIONAL
257,631$8.6B140.85%
173
SPYSPDR S&P 500 ETF TR
22,393$8.6B139.64%
174
CBCHUBB LIMITED
38,501$8.5B138.50%
175
IMOIMPERIAL OIL LTD
173,922$8.5B138.20%
176
BPBP PLC
241,733$8.4B137.68%
177
TXNTEXAS INSTRS INC
50,681$8.4B136.54%
178
JKHYHENRY JACK & ASSOC INC
46,782$8.2B133.93%
179
AFLAFLAC INC
113,947$8.2B133.67%
180
CMICUMMINS INC
33,415$8.1B132.02%
181
KELKELLOGG CO
112,566$8.0B130.77%
182
TMOTHERMO FISHER SCIENTIFIC INC
14,547$8.0B130.62%
183
GSGOLDMAN SACHS GROUP INC
23,199$8.0B129.90%
184
ASMLASML HOLDING N V
14,375$7.9B128.08%
185
NKENIKE INC
67,072$7.8B127.98%
186
HBANHUNTINGTON BANCSHARES INC
552,094$7.8B126.94%
187
CMCANADIAN IMPERIAL BK COMM TO
190,315$7.7B125.53%
188
IXORIX CORP
94,979$7.6B124.68%
189
USBUS BANCORP DEL
175,040$7.6B124.47%
190
NXPINXP SEMICONDUCTORS N V
47,695$7.5B122.89%
191
VTIVANGUARD INDEX FDS
39,209$7.5B122.24%
192
WCNWASTE CONNECTIONS INC
56,493$7.5B122.11%
193
CCKCROWN HLDGS INC
90,713$7.5B121.59%
194
DXCDXC TECHNOLOGY CO
280,762$7.4B121.33%
195
AONAON PLC
24,413$7.3B119.48%
196
DUKDUKE ENERGY CORP NEW
70,838$7.3B118.96%
197
ALSALLSTATE CORP
53,481$7.3B118.26%
198
TSLATESLA INC
58,305$7.2B117.12%
199
JEFJEFFERIES FINL GROUP INC
206,627$7.1B115.50%
200
METAMETA PLATFORMS INC
58,734$7.1B115.26%
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