O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2021 13F Holdings Report, Stock Holdings

Signature - Title
Raymond Amoroso III Esq. - Chief Compliance Officer
Location
Stamford, CT
Holdings as of
September 30, 2021
Value $
$4.89B
Num holdings
2,696
Date filed
11/10/2021, 09:55 AM
Description
All US holdings of this investor are reported in this report. The Form 13F report requires disclosure of the manager that files the report, the name and class of the security, the CUSIP code, the number of shares as of the end of the calendar quarter for which the report is filed, and the total market value. The market value column should not be used as a substitute for Assets Under Management (AUM), as it does not include cash held in accounts.
Previous filing
Q2 2021 - Aug 9, 2021
Next filing
Q4 2021 - Feb 11, 2022
Sym Weight Trade Impact Company Class Shares Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2021 Q3 compared to 2021 Q2 by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
RAYMOND AMOROSO III ESQ. Chief Compliance Officer Stamford, Connecticut 11/10/2021

List of Other Managers Reporting for O'SHAUGHNESSY ASSET MANAGEMENT, LLC:

Name Holdings Value Location File Number
FRANKLIN RESOURCES INC $368B San Mateo, CA 028-00734

Other Included Managers (1):

Num Name Location File Number
1 Mercer Investments LLC 028-12567