O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2022 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
1,340
Total value ($000)
$5,322,208
Net value change ($000)
-97,220 (-1.8%)
New positions
202
Sold out positions
117
Turnover %
3.4%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/11/2022 Next filing: 2/10/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
APA 27,268 121.7%
MPC 25,800 47.9%
DVN 25,033 398.1%
MARATHON OIL CORP 24,998 287.7%
HST 21,864 860.8%
AIG 20,579 91.9%
FICO 18,513 72.7%
BLDR 16,361 152.6%
AAPL 14,968 19.4%
BK 11,925 86.4%
Top Reduces (Value $000, Stocks/ETFs)
ALL -28,364 -81.6%
PGR -25,251 -82.3%
LHX -24,682 -71.6%
CE -23,680 -45.1%
SJM -21,295 -91.1%
LUMN -20,089 -32.9%
NLY -18,986 -100.0%
HPQ -18,195 -26.1%
T -17,055 -41.7%
DPZ -16,847 -34.3%
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