O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2022 13F-HR Detailed Holdings

Location
Stamford, CT
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
1,483
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/11/2022 Next filing: 2/10/2023 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Mercer Investments LLC 028-12567