O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2013 13F-HR/A Holdings

Location
Stamford, CT
Holdings as of
12/31/2013
Date filed
2/13/2014
Form type
13F-HR/A - RESTATEMENT
Num holdings
986
Total value ($000)
$4,763,193
Net value change ($000)
—
New positions
986
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: — Next filing: 5/15/2014 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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)
STX 173,487 —
AMP 118,112 —
T 112,837 —
DIRECTV 111,230 —
NOC 104,416 —
FLS 98,168 —
COCA COLA ENTERPRISE 95,682 —
COR 93,090 —
VIAB 92,044 —
SLM 86,277 —
Top Reduces (Value $000, Stocks/ETFs)
—
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