O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q2 2020 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2020
Date filed
8/13/2020
Form type
13F-HR
Num holdings
1,880
Total value ($000)
$3,224,320
Net value change ($000)
+370,699 (13.0%)
New positions
617
Sold out positions
124
Turnover %
5.0%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 5/13/2020 Next filing: 11/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
HWM 40,673 NEW
EBAY 28,096 46.4%
JCI 26,003 69.7%
MO 22,645 27956.8%
CMI 22,617 164.1%
MS 21,865 84.5%
STT 20,599 279.8%
AMP 19,268 21.7%
AAPL 18,245 138.2%
BAC 17,990 44.9%
Top Reduces (Value $000, Stocks/ETFs)
CAH -46,042 -81.9%
NXPI -42,011 -89.8%
HWM -40,960 -100.0%
CTXS -24,217 -76.5%
VOYA -21,408 -48.9%
ROK -16,827 -99.6%
WFC -15,736 -23.9%
BBY -13,866 -43.9%
AZO -12,440 -88.2%
HII -11,631 -97.8%
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