O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q2 2022 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2022
Date filed
8/11/2022
Form type
13F-HR
Num holdings
1,255
Total value ($000)
$5,419,428
Net value change ($000)
-592,334 (-9.9%)
New positions
133
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: 5/13/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
SHV 39,741 523.3%
IGSB 22,533 83.0%
MPC 21,194 64.9%
MAS 18,169 182.1%
C 16,631 22.9%
DFS 13,449 606.9%
DPZ 13,259 36.9%
WestRock Co 12,922 801.6%
AIG 12,384 123.6%
IP 11,524 132.1%
Top Reduces (Value $000, Stocks/ETFs)
KR -48,595 -66.6%
JCI -33,250 -58.6%
WMB -32,903 -94.2%
LHX -30,708 -47.1%
AGG -28,927 -37.7%
COP -25,522 -74.0%
ORLY -23,234 -79.5%
AMP -21,927 -25.0%
INTC -21,159 -43.8%
VTR -20,591 -92.4%
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