O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2020 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 8/13/2020 Next filing: 2/11/2021 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Mercer Investments LLC 028-12567