O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2021 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2021
Date filed
11/10/2021
Form type
13F-HR
Num holdings
2,810
Total value ($000)
$4,896,572
Net value change ($000)
-129,246 (-2.6%)
New positions
290
Sold out positions
150
Turnover %
1.8%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/9/2021 Next filing: 2/11/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
RSG 22,989 5925.0%
UNH 21,094 263.1%
HPQ 20,934 175.2%
BBWI 19,904 NEW
ELV 18,694 391.6%
DGX 17,146 31751.9%
DPZ 16,991 7139.1%
ORCL 16,067 21.5%
INTC 15,518 42.3%
AMGN 14,956 61.1%
Top Reduces (Value $000, Stocks/ETFs)
EBAY -48,980 -77.6%
RY -34,808 -91.1%
MET -30,959 -88.9%
ENB -24,693 -94.8%
SHOP -23,922 -93.0%
CM -23,024 -97.7%
BBWI -21,543 -100.0%
MFC -18,596 -87.6%
QCOM -18,173 -45.7%
BN -17,492 -92.3%
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