O'SHAUGHNESSY ASSET MANAGEMENT, LLC
Institutional investor · Portfolio as of Q4 2021
Top Holdings1,260 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
CELANESE CORP DEL | 622,369 | $104.6M | 1.9% | $106.75 | +46.68% | 12 qtrssince 2019-Q1 | Increased 54 |
AMERIPRISE FINANCIAL INC | 314,773 | $95M | 1.7% | $121.62 | +131.45% | 12 qtrssince 2019-Q1 | Increased 50 |
ORACLE CORP | 1M | $90.2M | 1.6% | $53.48 | +55.45% | 12 qtrssince 2019-Q1 | Decreased 0 |
APPLE INC | 444,603 | $78.9M | 1.4% | $113.73 | +52.51% | 12 qtrssince 2019-Q1 | Increased 49 |
JOHNSON CONTROLS INTERNATION | 955,853 | $77.7M | 1.4% | $29.35 | +154.96% | 11 qtrssince 2019-Q2 | Decreased 0 |
SYNCHRONY FINANCIAL | 1.5M | $69.9M | 1.2% | $20.13 | +107.21% | 12 qtrssince 2019-Q1 | Decreased 0 |
MICROSOFT CORP | 202,074 | $68M | 1.2% | $225.74 | +45.44% | 11 qtrssince 2019-Q2 | Increased 52 |
KROGER CO | 1.5M | $66.8M | 1.2% | $32.01 | +27.51% | 12 qtrssince 2019-Q1 | Increased 47 |
ISHARES TR | 578,185 | $66M | 1.2% | $97.51 | +0.27% | 9 qtrssince 2019-Q4 | Increased 54 |
BANK OF AMERICA CORP | 1.4M | $63.7M | 1.1% | $23.46 | +69.48% | 12 qtrssince 2019-Q1 | Increased 49 |
L3HARRIS TECHNOLOGIES INC | 296,788 | $63.3M | 1.1% | $192.25 | +1.97% | 10 qtrssince 2019-Q3 | Decreased 0 |
ALTRIA GROUP INC | 1.3M | $61.9M | 1.1% | $26.25 | +31.00% | 12 qtrssince 2019-Q1 | Decreased 0 |
HEWLETT-PACKARD CO | 1.6M | $59.9M | 1.1% | $25.86 | +26.43% | 9 qtrssince 2019-Q4 | Increased 59 |
CITIGROUP INC | 980,753 | $59.2M | 1.1% | $50.23 | +2.09% | 12 qtrssince 2019-Q1 | Increased 69 |
SIMON PROPERTY GROUP INC | 368,814 | $58.9M | 1.0% | $91.10 | +40.68% | 12 qtrssince 2019-Q1 | Increased 48 |
INTEL CORP | 1.1M | $58.4M | 1.0% | $49.57 | -3.18% | 12 qtrssince 2019-Q1 | Increased 53 |
MCKESSON CORP | 219,664 | $54.6M | 1.0% | $133.10 | +83.18% | 11 qtrssince 2019-Q2 | Decreased 0 |
ALLSTATE CORP | 449,332 | $52.9M | 0.9% | $104.82 | +0.84% | 12 qtrssince 2019-Q1 | Decreased 0 |
LUMEN TECHNOLOGIES INC | 4M | $50.8M | 0.9% | $11.92 | -0.20% | 4 qtrssince 2021-Q1 | Decreased 0 |
QUEST DIAGNOSTICS INC | 289,372 | $50.1M | 0.9% | $148.28 | +6.19% | 9 qtrssince 2019-Q4 | Increased 67 |
O'SHAUGHNESSY ASSET MANAGEMENT, LLC manages $5.6B across 1260 positions as of Q4 2021. Top holdings: CE (1.9%), AMP (1.7%), ORCL (1.6%). Fund DNA: Balanced Allocator. HoldingsIntel Rating: 3.5/5.0.
Active quarter - 44 new positions, 1594 exits, 577 increased. Top move: C (INCREASED, conviction 69). Portfolio: $5.6B across 1260 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
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Position Outcomes
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Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
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Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer