O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q2 2023 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2023
Date filed
8/11/2023
Form type
13F-HR
Num holdings
1,493
Total value ($000)
$6,740,950
Net value change ($000)
+382,181 (6.0%)
New positions
137
Sold out positions
116
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: 5/12/2023 Next filing: 11/13/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
KLAC 35,023 80.0%
AAPL 34,379 29.2%
BLDR 28,982 42.7%
MSFT 27,947 22.9%
CMCSA 25,269 57.9%
CTRA 22,207 2484.0%
STT 21,551 595.0%
HIG 20,201 101.1%
NVDA 19,674 65.2%
SHV 19,549 25.8%
Top Reduces (Value $000, Stocks/ETFs)
MPC -30,183 -26.3%
C -28,134 -51.7%
REG -20,037 -93.3%
LBTYA -18,518 -79.5%
AMGN -18,306 -27.8%
CP -17,017 -100.0%
WY -14,231 -21.3%
L -13,952 -82.8%
APA -12,985 -34.1%
NOC -12,547 -67.2%
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