O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2021 13F-HR Detailed Holdings

Location
Stamford, CT
Holdings as of
12/31/2021
Date filed
2/11/2022
Form type
13F-HR
Num holdings
1,421
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 11/10/2021 Next filing: 5/13/2022 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 O'SHAUGHNESSY ASSET MANAGEMENT, LLC 028-12966