O'SHAUGHNESSY ASSET MANAGEMENT, LLC
Q3 2024 13F-HR Holdings
Net value change ($000)
+1,523,244
(15.7%)
New positions
256
Sold out positions
102
Turnover %
1.4%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 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)
| AAPL | 64,247 | 23.2% |
| NVDA | 50,629 | 20.0% |
| APP | 38,239 | 190.5% |
| JNJ | 35,481 | 47.9% |
| FIS | 30,351 | 405.9% |
| BRK-B | 29,789 | 12.2% |
| LMT | 26,981 | 44.7% |
| META | 26,048 | 28.9% |
| WFC | 24,189 | 38.8% |
| UNH | 24,143 | 54.9% |
Top Reduces (Value $000, Stocks/ETFs)
| KLAC | -20,904 | -47.8% |
| CTRA | -19,745 | -59.7% |
| LRCX | -14,142 | -100.0% |
| CI | -13,852 | -39.2% |
| GPN | -10,938 | -90.6% |
| HPQ | -10,604 | -31.3% |
| FOXA | -10,395 | -63.7% |
| Ferguson (Jersey) Ltd | -10,185 | -100.0% |
| SMCI | -9,681 | -100.0% |
| WestRock Co | -9,672 | -100.0% |
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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|