O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2020 13F-HR Detailed 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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 11/12/2020 Next filing: 5/14/2021 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Mercer Investments LLC 028-12567