O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2022 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2022
Date filed
2/10/2023
Form type
13F-HR
Num holdings
1,387
Total value ($000)
$6,132,264
Net value change ($000)
+810,056 (15.2%)
New positions
157
Sold out positions
110
Turnover %
2.1%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/14/2022 Next filing: 5/12/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
FICO 37,755 85.8%
AIG 33,148 77.1%
DOW 27,892 128.7%
EQH 23,149 149.5%
MPC 19,444 24.4%
KLAC 18,983 188.0%
BK 17,599 68.4%
CAT 17,190 194.1%
AMGN 17,136 32.1%
APA 16,798 33.8%
Top Reduces (Value $000, Stocks/ETFs)
AMP -27,960 -51.6%
UNP -25,923 -48.7%
CE -25,536 -88.5%
RF -18,414 -86.4%
IT -15,738 -30.8%
LUMN -15,418 -37.6%
DPZ -15,353 -47.5%
TSLA -14,722 -67.2%
AAPL -14,664 -15.9%
AMZN -14,470 -44.3%
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