O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2023 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2023
Date filed
2/9/2024
Form type
13F-HR
Num holdings
1,729
Total value ($000)
$7,544,061
Net value change ($000)
+813,057 (12.1%)
New positions
208
Sold out positions
91
Turnover %
4.2%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 11/13/2023 Next filing: 5/13/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 2023
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)
BRK-B 217,050 NEW
AAPL 51,984 33.9%
MSFT 49,213 29.0%
VZ 27,582 142.4%
JPM 25,901 68.8%
AMZN 23,204 42.6%
BKNG 20,684 64.7%
AVGO 18,172 59.9%
NVDA 15,815 26.0%
TMUS 15,615 290.1%
Top Reduces (Value $000, Stocks/ETFs)
XOM -16,538 -37.2%
CVX -16,145 -45.7%
DOW -15,451 -26.8%
PEP -15,010 -41.5%
DRI -14,380 -70.3%
MPC -13,208 -15.1%
NVR -12,249 -60.8%
MO -11,852 -14.7%
UNM -10,903 -64.0%
EMN -10,566 -75.1%
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