O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q1 2021 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2021
Date filed
5/14/2021
Form type
13F-HR
Num holdings
2,472
Total value ($000)
$4,511,996
Net value change ($000)
+836,160 (22.7%)
New positions
346
Sold out positions
93
Turnover %
2.6%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/11/2021 Next filing: 8/9/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
RY 34,800 2494.6%
LUMN 30,264 NEW
PM 28,718 689.8%
BMO 26,732 8250.6%
ESS 26,647 91.6%
MFC 23,594 556.1%
ENB 23,575 4622.5%
SHOP 22,260 2782.5%
WMB 19,636 897.0%
KR 19,456 224.0%
Top Reduces (Value $000, Stocks/ETFs)
LLY -32,099 -86.6%
QCOM -21,487 -31.7%
LUMN -20,556 -100.0%
HWM -19,239 -57.8%
SBUX -17,780 -83.3%
PFE -14,217 -56.7%
AAPL -13,596 -23.1%
WAT -13,473 -15.4%
TER -12,233 -93.8%
CL -12,209 -92.8%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type