O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q2 2024 13F-HR Detailed Holdings

Location
Stamford, CT
Holdings as of
6/30/2024
Date filed
8/14/2024
Form type
13F-HR
Num holdings
2,060
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)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/13/2024 Next filing: 11/12/2024 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 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 Discretion Other Manager Sole Shared None