O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q2 2021 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2021
Date filed
8/9/2021
Form type
13F-HR
Num holdings
2,670
Total value ($000)
$5,025,818
Net value change ($000)
+513,822 (11.4%)
New positions
319
Sold out positions
121
Turnover %
3.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/14/2021 Next filing: 11/10/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
STX 58,431 NEW
LHX 36,035 151.9%
SJM 30,690 882.9%
KMI 28,800 587.5%
BRK-B 26,360 378.0%
KR 24,759 88.0%
WMB 22,582 103.5%
SPG 21,072 96.7%
LUMN 19,712 65.1%
ALL 19,541 66.2%
Top Reduces (Value $000, Stocks/ETFs)
STX -68,834 -100.0%
MET -32,006 -47.9%
WAT -30,010 -40.7%
MS -27,928 -51.4%
HST -22,242 -88.7%
PVH -18,492 -78.5%
BAC -17,904 -21.4%
STT -17,787 -62.3%
ALLY -16,672 -84.5%
AMP -14,905 -16.5%
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