O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2021 Filing

Filed February 11, 2022

Portfolio Value

$5.6B

Holdings

1,260

Report Date

Q4 2021

Filing Type

13F-HR

All Holdings (1,260 positions)

StockValue
CECELANESE CORP DEL
$104.6M
A4SAMERIPRISE FINL INC
$95.0M
ORCLORACLE CORP
$90.2M
AAPLAPPLE INC
$78.9M
JCIJOHNSON CTLS INTL PLC
$77.7M
SYFSYNCHRONY FINANCIAL
$69.9M
MSFTMICROSOFT CORP
$68.0M
KRKROGER CO
$66.8M
AGGISHARES TR
$66.0M
BACBK OF AMERICA CORP
$63.7M
LHXL3HARRIS TECHNOLOGIES INC
$63.3M
MOALTRIA GROUP INC
$61.9M
7HPHP INC
$59.9M
TRVCCITIGROUP INC
$59.2M
SPGSIMON PPTY GROUP INC NEW
$58.9M
INTCINTEL CORP
$58.4M
MCKMCKESSON CORP
$54.6M
ALSALLSTATE CORP
$52.9M
LUMNLUMEN TECHNOLOGIES INC
$50.8M
DGXQUEST DIAGNOSTICS INC
$50.1M
AMCRAMCOR PLC
$48.3M
UNPUNION PAC CORP
$47.9M
ITGARTNER INC
$47.4M
DPZDOMINOS PIZZA INC
$47.2M
AMGNAMGEN INC
$45.8M
ESSESSEX PPTY TR INC
$44.4M
WMBWILLIAMS COS INC
$42.1M
SJMSMUCKER J M CO
$41.7M
JNJJOHNSON & JOHNSON
$41.2M
PGPROCTER AND GAMBLE CO
$41.0M
TAT&T INC
$40.2M
UNHUNITEDHEALTH GROUP INC
$38.7M
BRK/BBERKSHIRE HATHAWAY INC DEL
$38.0M
KEYKEYCORP
$37.9M
PFEPFIZER INC
$37.7M
ETNEATON CORP PLC
$37.3M
RYROYAL BK CDA
$36.5M
COPCONOCOPHILLIPS
$36.2M
CHTRCHARTER COMMUNICATIONS INC N
$36.1M
TDTORONTO DOMINION BK ONT
$35.7M
4I1PHILIP MORRIS INTL INC
$33.8M
EQHEQUITABLE HLDGS INC
$33.0M
CVXCHEVRON CORP NEW
$31.9M
NLYEURANNALY CAPITAL MANAGEMENT IN
$31.3M
PGRPROGRESSIVE CORP
$31.2M
CMCSACOMCAST CORP NEW
$31.2M
KMIKINDER MORGAN INC DEL
$30.7M
CMICUMMINS INC
$30.7M
OMCOMNICOM GROUP INC
$29.9M
CBRECBRE GROUP INC
$29.3M
WYWEYERHAEUSER CO MTN BE
$28.6M
ELVANTHEM INC
$28.3M
MOHMOLINA HEALTHCARE INC
$27.7M
TROWPRICE T ROWE GROUP INC
$27.0M
STXSEAGATE TECHNOLOGY HLDNGS PL
$27.0M
ORLYOREILLY AUTOMOTIVE INC
$26.9M
SHOPSHOPIFY INC
$26.7M
LOWLOWES COS INC
$26.5M
IBMINTERNATIONAL BUSINESS MACHS
$26.3M
RSGREPUBLIC SVCS INC
$25.7M
COFCAPITAL ONE FINL CORP
$25.6M
AZOAUTOZONE INC
$25.5M
AMZNAMAZON COM INC
$25.2M
LBTYBLIBERTY GLOBAL PLC
$25.0M
GOOGLALPHABET INC
$24.4M
IWDISHARES TR
$24.1M
RFREGIONS FINANCIAL CORP NEW
$24.0M
IGSBISHARES TR
$24.0M
PHMPULTE GROUP INC
$23.2M
CICIGNA CORP NEW
$22.8M
CMCANADIAN IMP BK COMM
$22.6M
MMM3M CO
$22.6M
BAMBROOKFIELD ASSET MGMT INC
$22.4M
SLBSCHLUMBERGER LTD
$22.3M
LLOEWS CORP
$21.7M
JPMJPMORGAN CHASE & CO
$21.3M
MFCMANULIFE FINL CORP
$20.6M
RRYDER SYS INC
$20.6M
CRCCANADIAN NAT RES LTD
$20.4M
PRUPRUDENTIAL FINL INC
$20.3M
ADPAUTOMATIC DATA PROCESSING IN
$20.2M
BIIBBIOGEN INC
$19.7M
BMOBANK MONTREAL QUE
$19.6M
CNRCANADIAN NATL RY CO
$19.5M
NOCNORTHROP GRUMMAN CORP
$19.4M
VENVENTAS INC
$18.7M
GOOGALPHABET INC
$18.5M
KOCOCA COLA CO
$18.5M
ACNACCENTURE PLC IRELAND
$18.4M
GPCGENUINE PARTS CO
$18.4M
XOMEXXON MOBIL CORP
$18.1M
LKQ1LKQ CORP
$17.8M
ENBENBRIDGE INC
$17.6M
BXPBOSTON PROPERTIES INC
$17.6M
TSMTAIWAN SEMICONDUCTOR MFG LTD
$17.2M
TSLATESLA INC
$17.2M
BMYBRISTOL-MYERS SQUIBB CO
$17.2M
NVDANVIDIA CORPORATION
$17.1M
ACGLARCH CAP GROUP LTD
$16.9M
HDHOME DEPOT INC
$16.6M
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