O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2024 13F-HR Holdings

Location
Stamford, CT
Holdings as of
12/31/2024
Date filed
2/12/2025
Form type
13F-HR
Num holdings
2,193
Total value ($000)
$11,788,981
Net value change ($000)
+581,479 (5.2%)
New positions
203
Sold out positions
122
Turnover %
1.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/12/2024 Next filing: 5/13/2025 SEC filing

Snapshot: Change Analysis

Compared to Q3 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 77,687 22.8%
APP 73,294 125.7%
AMZN 56,945 39.1%
TSLA 52,223 128.1%
GOOGL 40,431 41.3%
AVGO 35,215 33.5%
MSFT 33,121 10.2%
GOOGL 27,100 36.5%
IWD 24,035 292.6%
BLK 24,024 NEW
Top Reduces (Value $000, Stocks/ETFs)
VRSK -24,734 -41.0%
BLDR -22,433 -33.0%
STT -20,533 -74.9%
BLK -19,246 -100.0%
LLY -17,529 -17.4%
MPC -17,063 -21.8%
LOW -16,680 -37.6%
VLO -16,216 -24.8%
MMM -15,812 -54.7%
DFS -15,343 -64.5%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type