O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q1 2021 13F-HR Detailed Holdings

Location
Stamford, CT
Holdings as of
3/31/2021
Date filed
5/14/2021
Form type
13F-HR
Num holdings
2,511
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 2/11/2021 Next filing: 8/9/2021 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Mercer Investments LLC 028-12567