O'SHAUGHNESSY ASSET MANAGEMENT, LLC
Q1 2014 13F-HR Holdings
Net value change ($000)
+278,755
(5.9%)
New positions
156
Sold out positions
156
Turnover %
6.1%
Sector allocation + QoQ delta (equities-only)
Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown
Snapshot: Change Analysis
Compared to Q4 2013
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)
| PFE | 37,240 | 75.8% |
| DGX | 36,232 | 597.1% |
| MPC | 34,162 | 61.4% |
| NVDA | 33,170 | 95.5% |
| VIV | 31,478 | 72.5% |
| LUMN | 29,564 | 42.8% |
| HAL | 28,424 | 428.1% |
| CF | 27,768 | 132.5% |
| PPG | 24,870 | 86.5% |
| EC | 22,665 | 73.8% |
Top Reduces (Value $000, Stocks/ETFs)
| Time Warner Cable | -55,068 | -100.0% |
| Ca Inc | -44,684 | -89.1% |
| VOD | -31,905 | -100.0% |
| KR | -28,263 | -46.2% |
| AMP | -26,465 | -22.4% |
| COP | -26,247 | -51.7% |
| XEROX CORP | -26,189 | -34.9% |
| STX | -20,813 | -12.0% |
| SLM | -20,119 | -23.3% |
| BDX | -19,342 | -99.7% |
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 |
|---|