O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q1 2023 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2023
Date filed
5/12/2023
Form type
13F-HR
Num holdings
1,472
Total value ($000)
$6,358,769
Net value change ($000)
+226,505 (3.7%)
New positions
170
Sold out positions
85
Turnover %
1.6%
Sector allocation + QoQ delta (equities-only)

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

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

Snapshot: Change Analysis

Compared to Q4 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)
AAPL 40,092 51.7%
STIP 38,296 767.0%
MSFT 35,802 41.4%
CHRW 32,518 364.1%
SHV 29,757 64.5%
BLDR 24,118 55.1%
DOW 20,663 41.7%
NUE 18,556 113.1%
VLO 17,525 139.1%
CMCSA 16,220 59.2%
Top Reduces (Value $000, Stocks/ETFs)
JNJ -37,859 -54.0%
KEY -30,527 -82.7%
IT -28,899 -81.8%
APA -28,383 -42.7%
NOC -25,706 -57.9%
LUMN -24,795 -96.8%
AGG -23,922 -47.5%
AMCR -23,217 -98.3%
WestRock Co -20,141 -92.9%
BAC -19,285 -48.8%
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