O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q2 2024 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2024
Date filed
8/14/2024
Form type
13F-HR
Num holdings
1,960
Total value ($000)
$9,684,258
Net value change ($000)
+650,824 (7.2%)
New positions
196
Sold out positions
111
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/13/2024 Next filing: 11/12/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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 88,826 54.2%
AAPL 78,360 39.6%
MSFT 49,588 17.5%
AGG 28,320 24.8%
GOOGL 26,991 34.7%
AMZN 26,900 23.1%
GOOGL 22,094 37.8%
AVGO 21,785 33.3%
GDDY 21,221 70.0%
CLS 20,681 NEW
Top Reduces (Value $000, Stocks/ETFs)
BLDR -44,444 -43.1%
DOW -20,651 -72.6%
KLAC -19,620 -31.0%
MPC -19,021 -18.5%
CLS -17,531 -100.0%
GPN -17,207 -58.8%
CHRW -16,732 -93.9%
IP -15,968 -81.4%
PFG -15,648 -85.2%
CAH -15,489 -28.4%
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