O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2023 13F-HR Detailed Holdings

Location
Stamford, CT
Holdings as of
9/30/2023
Date filed
11/13/2023
Form type
13F-HR
Num holdings
1,742
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/11/2023 Next filing: 2/9/2024 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Mercer Investments LLC 028-12567