O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2021 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2021
Date filed
2/11/2022
Form type
13F-HR
Num holdings
1,260
Total value ($000)
$5,630,961
Net value change ($000)
+734,389 (15.0%)
New positions
45
Sold out positions
1595
Turnover %
2.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/10/2021 Next filing: 5/13/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
UNP 35,091 274.9%
KEY 33,704 800.8%
RY 33,146 976.0%
DGX 32,864 191.1%
TD 31,876 840.8%
IT 31,068 190.0%
DPZ 30,006 174.2%
HPQ 27,049 82.3%
SHOP 24,850 1369.9%
CE 23,449 28.9%
Top Reduces (Value $000, Stocks/ETFs)
WAT -28,396 -85.0%
MAS -26,757 -85.7%
CMI -26,276 -46.1%
LYB -23,977 -90.1%
SYF -21,136 -23.2%
MCK -20,521 -27.3%
FITB -20,444 -86.3%
ESS -18,659 -29.6%
PNC -18,230 -80.9%
MS -16,725 -65.1%
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