O SHAUGHNESSY ASSET MANAGEMENT LLC
Q4 2021 Form 13-F

STAMFORD, CONNECTICUT
CIK 0001423442 · CRD 144594 · SEC-registered investment adviser
Holdings reported by Lee Financial Co since Q3 2021 , BWM Planning LLC since Q1 2025 , Nvest Wealth Strategies Inc since Q1 2026 and 1 more
$5.6B Reported Value Total

O'SHAUGHNESSY ASSET MANAGEMENT, LLC reports 2,639 total accounts under management (AUM). There are 2,639 discretionary accounts valued at $6,885,813,750, and 0 non-discretionary accounts.

Source: Form ADV filed * Note that certain holdings are exempt from Form 13-F reporting, so the AUM totals may be greater than the Form 13-F total.
SEC Registered Discretionary Manager
Firm Brochure (Part 2A) Client Relationship Summary (Form CRS)
Private funds (Form ADV)
3 funds · $88.9M gross asset value
Venture Capital Fund: $80.5M · Hedge Fund: $8.4M · Other: $0
Source: Form ADV filed 2025-12-16
Reported value
$5.6B
Quarter over quarter
+7.0%
Holdings
1,250
Top-10 concentration
13.9%

Filing Structure

Reports holdings for

Holdings reported by

Key People

Form ADV owners & control persons
James Patrick O'Shaughnessy
MANAGING MEMBER
Raymond Nmn Amoroso III
CHIEF COMPLIANCE OFFICER/PRINCIPAL
Scott Michael Bartone
CHIEF PRODUCT OFFICER/CO-HEAD OF INVESTMENT MANAGEMENT/PORTFOLIO MANAGER/PRINCIPAL
Q3 2021
Q1 2022
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Coverage begins with the second quarter of 2013. Earlier quarters are not shown while their accuracy is being verified.

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Q4 2021 13F filing summary

Period of report December 31, 2021
Filed February 11, 2022
Form 13F-HR
Reported value $5.6B
Positions 1,250
Change in reported value +15.0%
New positions 52
Exited positions 1,434
Position turnover 55.4%
Top-10 concentration 13.9%

13F filings by quarter

Quarter Positions Value
Q2 2026 13F
Filed Aug 13, 2026
 2,587 $21.7B
Q1 2026 13F
Filed May 13, 2026
 2,624 $20.1B
Q4 2025 13F
Filed Feb 11, 2026
 2,634 $18.1B
Q3 2025 13F
Filed Nov 13, 2025
 2,552 $17.0B
Q2 2025 13F
Filed Aug 12, 2025
 2,376 $14.7B
Q1 2025 13F
Filed May 13, 2025
 2,300 $12.5B
Q4 2024 13F
Filed Feb 12, 2025
 2,193 $11.8B
Q3 2024 13F
Filed Nov 12, 2024
 2,113 $11.2B
Q2 2024 13F
Filed Aug 14, 2024
 1,960 $9.7B
Q1 2024 13F
Filed May 13, 2024
 1,873 $9.0B
Q4 2023 13F
Filed Feb 9, 2024
 1,729 $7.5B
Q3 2023 13F
Filed Nov 13, 2023
 1,613 $6.7B
Q2 2023 13F
Filed Aug 11, 2023
 1,493 $6.7B
Q1 2023 13F
Filed May 12, 2023
 1,471 $6.4B
Q4 2022 13F
Filed Feb 10, 2023
 1,386 $6.1B
Q3 2022 13F
Filed Nov 14, 2022
 1,325 $5.3B
Q2 2022 13F
Filed Aug 11, 2022
 1,241 $5.4B
Q1 2022 13F
Filed May 13, 2022
 1,261 $6.0B
Q4 2021 13F
Filed Feb 11, 2022
 1,250 $5.6B
Q3 2021 13F
Filed Nov 10, 2021
 2,526 $4.9B

33 earlier quarters on file — choose one from the quarter menu above.

Top 20 holdings · Q4 2021

# Holding Reported value % of portfolio
1 CE CELANESE CORP DEL $104.6M 1.86%
2 AMP AMERIPRISE FINL INC $95.0M 1.69%
3 ORCL ORACLE CORP $90.2M 1.6%
4 AAPL APPLE INC $78.9M 1.4%
5 JCI JOHNSON CTLS INTL PLC $77.7M 1.38%
6 SYF SYNCHRONY FINANCIAL $69.9M 1.24%
7 MSFT MICROSOFT CORP $68.0M 1.21%
8 KR KROGER CO $66.8M 1.19%
9 AGG ISHARES TR $66.0M 1.17%
10 BAC BK OF AMERICA CORP $63.7M 1.13%
11 LHX L3HARRIS TECHNOLOGIES INC $63.3M 1.12%
12 MO ALTRIA GROUP INC $61.9M 1.1%
13 HPQ HP INC $59.9M 1.06%
14 C CITIGROUP INC $59.2M 1.05%
15 SPG SIMON PPTY GROUP INC NEW $58.9M 1.05%
16 INTC INTEL CORP $58.4M 1.04%
17 MCK MCKESSON CORP $54.6M 0.97%
18 ALL ALLSTATE CORP $52.9M 0.94%
19 LUMN LUMEN TECHNOLOGIES INC $50.8M 0.9%
20 DGX QUEST DIAGNOSTICS INC $50.1M 0.89%

Values as reported on the Q4 2021 Form 13F. Every position is in the holdings table below.

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