13F-HR filed by O'SHAUGHNESSY ASSET MANAGEMENT, LLC
O'SHAUGHNESSY ASSET MANAGEMENT, LLC filed this 13F-HR for the quarter ended 2023-09-30, filed 2023-11-13, with 1,613 holding rows worth $6,731,004,146.
- Accession
- 0001423442-23-000004
- Filer
- CIK 1423442
- Filed
- 2023-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2023
A combination report, 1,742 entries on the cover page, a total value of $6,731,004,146 stated on the cover page (in dollars after the unit check, H1), rows summing to $6,731,004,146 with VALUE read as dollars as filed, 13F file number 028-12966. The quarter's positions are built on this report. The resolved quarter.
Other managers
- reports for this filerFRANKLIN RESOURCES INC028-00734
- included managerMercer Investments LLC028-12567
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES INC | 464286665 | MSCI PAC JP ETF | 561 | $22,317 | dollars as filed | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 848 | $22,218 | dollars as filed | |
| INVESCO TR II ETF S&P 500 EMERGING MKTS LOW VOLATILITY | 46138E297 | ETF | 985 | $22,163 | dollars as filed | |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 1,594 | $21,854 | dollars as filed | |
| POWERSHARES GLOBAL EXCH TRD FD TR GLOBAL WATER PORT | 46138E651 | ETF | 630 | $21,281 | dollars as filed | |
| ISHARES INC | 464286103 | MSCI AUST ETF | 970 | $20,865 | dollars as filed | |
| FIRST TR EXCHANGE-TRADED FD | 336920103 | US EQTY OPPT ETF | 248 | $20,827 | dollars as filed | |
| iShares U.S. Technology ETF | 464287721 | SHS | 186 | $19,515 | dollars as filed | |
| LIBERTY MEDIA CORP DEL | 531229771 | COM LBTY ONE S A | 339 | $19,167 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E628 | KBW BK ETF | 473 | $18,953 | dollars as filed | |
| iShares Broad USD High Yield Corporate Bond ETF | 46435U853 | SHS | 546 | $18,952 | dollars as filed | |
| SPDR SERIES TRUST | 78464A797 | ST STR SP BANK | 514 | $18,941 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X541 | ST STR NAT ETF | 331 | $18,443 | dollars as filed | |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 744 | $18,198 | dollars as filed | |
| PACER DATA & ETF INFRASTRUCTURE REAL ESTATE | 69374H741 | ETF | 702 | $18,175 | dollars as filed | |
| LENNAR CORP CL B | 526057302 | Stock | 174 | $17,788 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V324 | S&P500 EQL IND | 460 | $17,613 | dollars as filed | |
| Dimensional US Small Cap ETF | 25434V500 | COM | 317 | $16,639 | dollars as filed | |
| ISHARES TR | 464288778 | US REGNL BKS ETF | 493 | $16,565 | dollars as filed | |
| SCHWAB STRATEGIC TR | 808524748 | FUNDAMENTAL INTL | 515 | $16,552 | dollars as filed | |
| SPDR S&P North American Natural Resources ETF | 78463X152 | SHS | 307 | $16,253 | dollars as filed | |
| Schwab US REIT ETF | 808524847 | SHS | 894 | $15,869 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F | 46641Q233 | BETA DEVE EX ETF | 351 | $15,806 | dollars as filed | |
| LUMEN TECHNOLOGIES INC | 550241103 | COM | 10,949 | $15,548 | dollars as filed | |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 468 | $15,430 | dollars as filed | |
| Vanguard Communication Services ETF | 92204A884 | SHS | 143 | $15,042 | dollars as filed | |
| ISHARES INC | 46434G764 | MSCI EMRG CHN | 300 | $14,949 | dollars as filed | |
| iShares Morningstar Mid-Cap Value ETF | 464288406 | SHS | 246 | $14,905 | dollars as filed | |
| SPDR SERIES TRUST | 78464A839 | ST STR SP400VAL | 226 | $14,658 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E149 | S&P SMLCP HELT | 375 | $14,081 | dollars as filed | |
| ISHARES MORNINGSTAR ETF SMALL CAP VALUE | 464288703 | ETF | 270 | $13,980 | dollars as filed | |
| Invesco S&P MidCap Momentum ETF | 46137V464 | SHS | 173 | $13,928 | dollars as filed | |
| ADTHEORENT HOLDING COMPANY | 00739D109 | COM | 10,654 | $13,744 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V738 | LARGE CAP VALUE | 292 | $13,666 | dollars as filed | |
| STATE STREET SPDR NYSE TECHNOLOGY ETF | 78464A102 | ETF | 100 | $13,660 | dollars as filed | |
| ISHARES TR | 464287796 | U.S. ENERGY ETF | 283 | $13,423 | dollars as filed | |
| ISHARES TR | 464288828 | US HLTHCR PR ETF | 50 | $12,305 | dollars as filed | |
| PACER FDS TR | 69374H717 | CMN | 354 | $12,195 | dollars as filed | |
| SPDR Portfolio Emerging Markets ETF | 78463X509 | SHS | 362 | $12,152 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 314 | $11,916 | dollars as filed | |
| SCHWAB STRATEGIC TR | 808524888 | INTL SCEQT ETF | 367 | $11,836 | dollars as filed | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 198 | $11,670 | dollars as filed | |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 128 | $11,636 | dollars as filed | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 147 | $9,967 | dollars as filed | |
| ISHARES INC | 464286475 | EM MKT SM-CP ETF | 178 | $9,719 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V203 | INTL CORE EQT MK | 370 | $9,661 | dollars as filed | |
| Vanguard Consumer Discretionary ETF | 92204A108 | SHS | 35 | $9,428 | dollars as filed | |
| WISDOMTREE TR | 97717W109 | US TOTAL DIVIDND | 140 | $8,424 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 258 | $7,913 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V104 | US CORE EQT MKT | 260 | $7,787 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 94 | $7,757 | dollars as filed | |
| SPDR SERIES TRUST | 78464A474 | ST SHOR CORP ETF | 264 | $7,740 | dollars as filed | |
| LIBERTY MEDIA CORP DEL | 531229722 | COM LBTY LIV S C | 237 | $7,608 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V732 | EMERGING MKTS CO | 326 | $7,599 | dollars as filed | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 96 | $7,501 | dollars as filed | |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 175 | $7,310 | dollars as filed | |
| ISHARES TR | 46429B309 | MSCI INDONIA ETF | 311 | $6,926 | dollars as filed | |
| VANGUARD SCOTTSDALE FDS | 92206C771 | SHS | 157 | $6,873 | dollars as filed | |
| ISHARES TR | 46429B499 | MSCI NORWAY ETF | 288 | $6,731 | dollars as filed | |
| ISHARES TR MSCI CHINA ETF | 46429B671 | MSCI CHINA ETF | 148 | $6,407 | dollars as filed | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 326 | $6,407 | dollars as filed | |
| FRANKLIN FTSE SOUTH KOREA ETF | 35473P710 | ETF | 300 | $6,099 | dollars as filed | |
| VanEck High Yield Muni ETF | 92189H409 | SHS | 119 | $5,839 | dollars as filed | |
| PACER FDS TR | 69374H857 | US SMALL CAP CAS | 136 | $5,671 | dollars as filed | |
| GOLDMAN SACHS ETF TR | 381430206 | ACTIVEBETA EME | 194 | $5,561 | dollars as filed | |
| ISHARES INC MSCI CHILE ETF | 464286640 | MSCI CHILE ETF | 205 | $5,369 | dollars as filed | |
| iShares U.S. Infrastructure ETF | 46435U713 | SHS | 145 | $5,306 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X871 | ST INTL CAP ETF | 179 | $5,216 | dollars as filed | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 158 | $4,806 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F | 46641Q845 | DIVERSFD EQT ETF | 121 | $4,754 | dollars as filed | |
| SPDR SER TR | 78468R812 | MSCI USA STRTGIC | 38 | $4,586 | dollars as filed | |
| SPDR SERIES TRUST | 78464A789 | ST STR SP INS | 106 | $4,509 | dollars as filed | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 119 | $4,477 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V302 | EMGR CRE EQT MNG | 189 | $4,266 | dollars as filed | |
| ISHARES TR | 464287341 | GLOBAL ENERG ETF | 100 | $4,126 | dollars as filed | |
| iShares Global REIT ETF | 46434V647 | SHS | 190 | $4,022 | dollars as filed | |
| SPDR SERIES TRUST | 78464A284 | NUVEEN ICE HIGH | 145 | $3,454 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V100 | AEROSPACE DEFN | 41 | $3,272 | dollars as filed | |
| SPDR SERIES TRUST | 78464A607 | ST STR DOW REIT | 37 | $3,069 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E198 | S&P MIDCP LOW | 60 | $2,950 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V613 | RAFI US 1000 ETF | 90 | $2,864 | dollars as filed | |
| BANCO BRADESCO S A | 059460402 | SPONSORED ADR | 1,059 | $2,838 | dollars as filed | |
| FIRST TR EXCHANGE-TRADED FD | 33734X119 | CONSUMR STAPLE | 46 | $2,776 | dollars as filed | |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 161 | $2,761 | dollars as filed | |
| JPMORGAN EQUITY PREMIUM INCOME ETF | 46641Q332 | ETF | 50 | $2,678 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F | 46641Q886 | DIVERSFED RTRN | 32 | $2,677 | dollars as filed | |
| iShares U.S. Oil & Gas Exploration & Production ETF | 464288851 | SHS | 26 | $2,536 | dollars as filed | |
| iShares S&P Mid-Cap 400 Value ETF | 464287705 | SHS | 25 | $2,523 | dollars as filed | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 65 | $2,471 | dollars as filed | |
| WISDOMTREE TR | 97717X867 | CMN | 86 | $2,258 | dollars as filed | |
| VANGUARD WHITEHALL FDS | 921946885 | COM | 35 | $2,071 | dollars as filed | |
| FIRST TR EXCHANGE TRADED FD | 33734X150 | INDLS PROD DUR | 36 | $2,067 | dollars as filed | |
| ISHARES TR | 464287192 | US TRSPRTION | 7 | $1,636 | dollars as filed | |
| LIBERTY MEDIA CORP DEL COM LBTY SRM S A | 531229813 | Stock | 61 | $1,552 | dollars as filed | |
| SPDR SERIES TRUST | 78468R648 | SP KENSHO NEWEC | 27 | $1,069 | dollars as filed | |
| SPDR Portfolio Long Term Corporate Bond ETF | 78464A367 | SHS | 45 | $956 | dollars as filed | |
| ISHARES TR | 464288752 | US HOME CONS ETF | 11 | $863 | dollars as filed | |
| VANGUARD SCOTTSDALE FDS | 92206C730 | COM | 3 | $584 | dollars as filed | |
| ALPS ETF TR | 00162Q452 | ALERIAN MLP | 13 | $549 | dollars as filed | |
| BROWN FORMAN CORP | 115637100 | CL A | 9 | $523 | dollars as filed | |
| LIBERTY MEDIA CORP | 531229748 | CL A | 13 | $415 | dollars as filed | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 18 | $308 | dollars as filed | |
| Vanguard ESG U.S. Stock ETF | 921910733 | SHS | 4 | $301 | dollars as filed | |
| ISHARES TR | 464287713 | US TELECOM ETF | 10 | $213 | dollars as filed | |
| ISHARES INC | 46434G863 | COM | 7 | $212 | dollars as filed | |
| WISDOMTREE TR | 97717x552 | EUROP OPPOR FD | 4 | $132 | dollars as filed | |
| VANGUARD SCOTTSDALE FDS | 92206C409 | COM | 1 | $75 | dollars as filed | |
| ISHARES TR | 46435G532 | MSCI GBL SUS DEV | 1 | $75 | dollars as filed | |
| Schwab US TIPS ETF | 808524870 | SHS | 1 | $50 | dollars as filed | |
| SCHWAB STRATEGIC TR | 808524714 | 1 5YR CORP BD | 1 | $47 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G102 | S&P SMLCP LOW | 1 | $39 | dollars as filed | |
| ISHARES TR | 464288687 | COM | 1 | $30 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G532 | ESG NASDAQ NEXT | 1 | $19 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001423442-23-000004 | this filing | 2023-11-13 | acceptance time not in the bulk data set |