O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2023 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2023
Date filed
11/13/2023
Form type
13F-HR
Num holdings
1,613
Total value ($000)
$6,731,004
Net value change ($000)
-9,946 (-0.1%)
New positions
210
Sold out positions
91
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/11/2023 Next filing: 2/9/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
AGG 25,064 87.0%
VRSK 22,327 349.8%
MSFT 19,509 13.0%
DD 18,091 224.0%
CTRA 16,246 70.3%
VLO 16,132 40.6%
BKNG 15,945 99.6%
WestRock Co 15,032 833.3%
IGSB 14,006 40.1%
AMZN 13,260 32.2%
Top Reduces (Value $000, Stocks/ETFs)
SHV -35,046 -36.7%
FICO -31,002 -38.1%
WY -25,245 -48.1%
BLDR -23,504 -24.3%
MARATHON OIL CORP -22,815 -53.2%
HST -22,610 -41.8%
BK -22,469 -54.2%
WFC -21,548 -59.3%
APA -21,194 -84.4%
AZO -20,794 -64.7%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type