O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q1 2020 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2020
Date filed
5/13/2020
Form type
13F-HR
Num holdings
1,387
Total value ($000)
$2,853,621
Net value change ($000)
-1,647,765 (-36.6%)
New positions
159
Sold out positions
670
Turnover %
4.3%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/12/2020 Next filing: 8/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
BIIB 26,835 436.1%
HST 25,232 201.1%
PFE 24,960 149.1%
MS 24,607 1934.5%
LLY 23,425 27.4%
VNO 15,996 70.5%
JCI 14,678 64.9%
TFII 14,074 NEW
STX 13,453 65.9%
WAT 12,122 19.1%
Top Reduces (Value $000, Stocks/ETFs)
MET -78,048 -53.0%
C -66,759 -44.3%
AMP -61,847 -41.0%
NXPI -57,342 -55.1%
AMGN -49,150 -34.9%
ALLY -47,972 -71.7%
PSX -46,985 -82.6%
YUM -42,183 -100.0%
KR -41,846 -88.1%
CAH -41,227 -42.3%
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type