O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2021 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/9/2021 Next filing: 2/11/2022 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Mercer Investments LLC 028-12567