O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q1 2024 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2024
Date filed
5/13/2024
Form type
13F-HR
Num holdings
1,874
Total value ($000)
$9,033,434
Net value change ($000)
+1,489,373 (19.7%)
New positions
216
Sold out positions
73
Turnover %
0.9%
Sector allocation + QoQ delta (equities-only)

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

Prev filing: 2/9/2024 Next filing: 8/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
NVDA 87,094 113.5%
MSFT 63,834 29.2%
AGG 45,196 65.5%
AMZN 38,604 49.7%
BRK-B 36,726 16.9%
STLD 31,378 79.7%
META 30,066 64.8%
MPC 28,298 38.0%
JNJ 26,972 72.4%
HIG 25,170 49.8%
Top Reduces (Value $000, Stocks/ETFs)
SHV -40,087 -58.8%
EQH -25,141 -76.4%
IGSB -22,443 -38.7%
WY -18,982 -86.8%
HST -17,486 -65.2%
SPG -16,958 -63.7%
IWD -15,341 -69.5%
CHRW -15,268 -46.2%
DGX -14,382 -97.1%
DOW -13,674 -32.5%
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