O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2023 13F-HR Detailed Holdings

Location
Stamford, CT
Holdings as of
12/31/2023
Date filed
2/9/2024
Form type
13F-HR
Num holdings
1,858
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 broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 11/13/2023 Next filing: 5/13/2024 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 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 Discretion Other Manager Sole Shared None

Other Managers

Num Name File Number
1 Mercer Investments LLC 028-12567