O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q1 2022 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2022
Date filed
5/13/2022
Form type
13F-HR
Num holdings
1,273
Total value ($000)
$6,011,762
Net value change ($000)
+380,801 (6.8%)
New positions
169
Sold out positions
157
Turnover %
2.0%
Sector allocation + QoQ delta (equities-only)

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

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

Snapshot: Change Analysis

Compared to Q4 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)
WY 37,742 132.1%
UNP 29,136 60.9%
NOC 26,679 137.7%
KEY 23,578 62.2%
CAH 23,081 334.9%
MPC 22,880 234.0%
MO 21,163 34.2%
DGX 19,885 39.7%
L 19,615 90.6%
HCA 19,435 140.6%
Top Reduces (Value $000, Stocks/ETFs)
CE -41,956 -40.1%
ESS -40,822 -91.9%
ETN -25,780 -69.1%
CBRE -24,876 -84.8%
MOH -23,399 -84.6%
IWD -21,320 -88.5%
SHOP -21,242 -79.7%
JCI -20,979 -27.0%
SYF -20,477 -29.3%
MCK -16,920 -31.0%
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