O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2020 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2020
Date filed
2/11/2021
Form type
13F-HR
Num holdings
2,219
Total value ($000)
$3,675,836
Net value change ($000)
+341,071 (10.2%)
New positions
320
Sold out positions
126
Turnover %
3.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/12/2020 Next filing: 5/14/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
JNJ 27,984 618.2%
TGT 26,826 321.3%
CHTR 26,651 1083.8%
MO 25,181 55.4%
CMCSA 23,425 1399.3%
MMM 23,223 2654.1%
ESS 22,685 354.1%
T 21,474 82.9%
PG 21,286 529.1%
VZ 20,184 890.7%
Top Reduces (Value $000, Stocks/ETFs)
LLY -44,824 -54.7%
AMGN -41,578 -87.3%
SBUX -34,557 -61.8%
WU -34,330 -41.3%
BIIB -27,449 -42.8%
VNO -25,881 -76.4%
CF -18,967 -96.4%
SLF -18,841 -90.2%
DVA -18,679 -53.5%
WBA -17,194 -55.3%
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