O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q2 2023 13F-HR Detailed Holdings

Location
Stamford, CT
Holdings as of
6/30/2023
Date filed
8/11/2023
Form type
13F-HR
Num holdings
1,628
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/12/2023 Next filing: 11/13/2023 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Mercer Investments LLC 028-12567