O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2020 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2020
Date filed
11/12/2020
Form type
13F-HR
Num holdings
2,025
Total value ($000)
$3,334,765
Net value change ($000)
+110,445 (3.4%)
New positions
237
Sold out positions
92
Turnover %
0.7%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 8/13/2020 Next filing: 2/11/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
BIIB 28,646 80.6%
QCOM 25,856 44.3%
CMI 23,852 65.5%
MO 22,693 99.9%
LBTYA 22,349 190.8%
LYB 21,501 224.0%
STX 19,791 43.8%
LUMN 17,324 157.0%
NLY 16,946 564866.7%
SYF 15,613 31.8%
Top Reduces (Value $000, Stocks/ETFs)
WFC -49,584 -98.8%
AMGN -40,306 -45.8%
LLY -31,819 -28.0%
C -27,668 -30.3%
DAL -27,304 -69.8%
VOYA -21,695 -97.0%
WBA -20,655 -39.9%
EBAY -18,033 -20.3%
TER -11,641 -32.8%
OPTU -10,941 -48.7%
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.
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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