13F-HR filed by O'SHAUGHNESSY ASSET MANAGEMENT, LLC
O'SHAUGHNESSY ASSET MANAGEMENT, LLC filed this 13F-HR for the quarter ended 2024-09-30, filed 2024-11-12, with 2,113 holding rows worth $11,207,501,600.
- Accession
- 0001423442-24-000011
- Filer
- CIK 1423442
- Filed
- 2024-11-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2024
A combination report, 2,215 entries on the cover page, a total value of $11,207,501,600 stated on the cover page (in dollars after the unit check, H1), rows summing to $11,207,501,600 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
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 |
|---|---|---|---|---|---|---|
| SPDR SERIES TRUST | 78464A284 | NUVEEN ICE HIGH | 347 | $9,043 | dollars as filed | |
| SPDR SERIES TRUST | 78464A474 | ST SHOR CORP ETF | 299 | $8,991 | dollars as filed | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 306 | $8,859 | dollars as filed | |
| GLOBAL X FDS | 37954Y871 | GLOBAL X URANIUM | 291 | $8,779 | dollars as filed | |
| WISDOMTREE TR | 97717W281 | EMG MKTS SMCAP | 164 | $8,666 | dollars as filed | |
| GLOBAL X FDS | 37950E416 | SOCIAL MED ETF | 200 | $8,624 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V381 | S&P500 EQL DIS | 162 | $8,524 | dollars as filed | |
| iShares Core Aggressive Allocation ETF | 464289859 | SHS | 105 | $8,283 | dollars as filed | |
| FIDELITY HIGH YIELD FACTOR ETF | 316092618 | HIGH YILD ETF | 165 | $8,065 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E370 | S&P 500 HB ETF | 84 | $7,703 | dollars as filed | |
| VANECK ETF TRUST | 92189F700 | AGRIBUSINESS ETF | 100 | $7,363 | dollars as filed | |
| VanEck High Yield Muni ETF | 92189H409 | SHS | 140 | $7,357 | dollars as filed | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 326 | $7,222 | dollars as filed | |
| VANGUARD S&P MID-CAP 400 VALUE ETF | 921932844 | ETF | 74 | $7,186 | dollars as filed | |
| ISHARES TR | 46429B499 | MSCI NORWAY ETF | 288 | $7,095 | dollars as filed | |
| SPDR SER TR | 78468R754 | RUSSELL LOW VOL | 53 | $6,889 | dollars as filed | |
| ISHARES TR | 46429B309 | MSCI INDONIA ETF | 311 | $6,830 | dollars as filed | |
| ISHARES TR | 464287341 | GLOBAL ENERG ETF | 157 | $6,673 | dollars as filed | |
| FIRST TR EXCHANGE-TRADED FD | 33734X119 | CONSUMR STAPLE | 96 | $6,484 | dollars as filed | |
| FRANKLIN FTSE SOUTH KOREA ETF | 35473P710 | ETF | 300 | $6,333 | dollars as filed | |
| ISHARES TR | 464288653 | 10-20 YR TRS ETF | 60 | $6,311 | dollars as filed | |
| ISHARES TR | 46435U218 | ESG MSCI LEADR | 61 | $6,307 | dollars as filed | |
| GLOBAL X FDS | 37954Y657 | US PFD ETF | 300 | $6,255 | dollars as filed | |
| PACER FDS TR | 69374H717 | CMN | 161 | $6,202 | dollars as filed | |
| SPDR SERIES TRUST | 78464A789 | ST STR SP INS | 106 | $6,125 | dollars as filed | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 158 | $6,111 | dollars as filed | |
| SPDR SER TR | 78468R812 | MSCI USA STRTGIC | 38 | $6,097 | dollars as filed | |
| SPDR SER TR | 78468R721 | NUVEEN BLMBRG MU | 131 | $6,060 | dollars as filed | |
| WISDOMTREE TR | 97717X594 | ITL HDG QTLY DIV | 130 | $5,980 | dollars as filed | |
| SPDR SERIES TRUST | 78464A771 | ST STR SP CAPMKT | 45 | $5,904 | dollars as filed | |
| ISHARES TR | 464289867 | CORE 60 BALA ETF | 100 | $5,901 | dollars as filed | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 119 | $5,899 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G672 | S&P MDCP 400 REV | 50 | $5,893 | dollars as filed | |
| EA SERIES TRUST | 02072L607 | FREEDOM 100 EM | 158 | $5,732 | dollars as filed | |
| VANECK ETF TRUST | 92189F486 | IG FLOA RATE ETF | 208 | $5,292 | dollars as filed | |
| CENTRAIS ELETRICAS BRASILEIR | 15234Q108 | SPON ADR PFD B | 686 | $5,255 | dollars as filed | |
| ISHARES TR | 464288620 | SHS | 101 | $5,227 | dollars as filed | |
| ALPS ETF TR | 00162Q387 | OSHARES US QUALT | 92 | $5,012 | dollars as filed | |
| ISHARES TR | 464288802 | ESG OPTIMIZED | 40 | $4,883 | dollars as filed | |
| INVESCO RAFI DEVELOPED MARKETS EX-U.S. SMALL-MID ETF | 46138E735 | ETF | 139 | $4,757 | dollars as filed | |
| FIRST TR EXCHANGE-TRADED FD | 33733E872 | CMN | 146 | $4,676 | dollars as filed | |
| ISHARES TR | 464288778 | US REGNL BKS ETF | 94 | $4,628 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V765 | INTL HIGH PROFIT | 168 | $4,606 | dollars as filed | |
| iShares Trust iShares USD Green Bond ETF | 46435U440 | SHS | 95 | $4,537 | dollars as filed | |
| GOLDMAN SACHS ETF TR | 381430602 | ACTIVEBETA US | 64 | $4,458 | dollars as filed | |
| INVESCO S&P 500 TOP 50 ETF | 46137V233 | ETF | 92 | $4,454 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X871 | ST INTL CAP ETF | 125 | $4,178 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V118 | GBL LISTED PVT | 60 | $4,080 | dollars as filed | |
| Dimensional Global Real Estate ETF | 25434V658 | COM | 139 | $3,910 | dollars as filed | |
| SPDR Bloomberg Emerging Markets Local Bond ETF | 78464A391 | SHS | 188 | $3,880 | dollars as filed | |
| INNOVATOR ETFS TR ETF S&P 500 BUFFER SEPTEMBER | 45782C664 | ETF | 90 | $3,826 | dollars as filed | |
| VANGUARD SCOTTSDALE FDS | 92206C409 | COM | 47 | $3,702 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E198 | S&P MIDCP LOW | 60 | $3,697 | dollars as filed | |
| FIRST TR EXCHANGE-TRADED FD | 33734X184 | UTILITIES ALPH | 95 | $3,640 | dollars as filed | |
| iShares Emerging Markets Equity Factor ETF | 46434G889 | SHS | 68 | $3,400 | dollars as filed | |
| FIRST TR EXCHANGE-TRADED FD | 33739Q705 | FT VEST S&P 500 | 62 | $3,387 | dollars as filed | |
| SPDR SERIES TRUST | 78464A607 | ST STR DOW REIT | 31 | $3,235 | dollars as filed | |
| McCormick & Company Inc | 579780107 | COM | 40 | $3,209 | dollars as filed | |
| ISHARES INC MSCI HONG KG ETF | 464286871 | MSCI HONG KG ETF | 161 | $2,991 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V757 | EMERGING MKTS HI | 107 | $2,879 | dollars as filed | |
| Fidelity MSCI Energy Index ETF | 316092402 | SHS | 110 | $2,795 | dollars as filed | |
| FIRST TR EXCHANGE TRADED FD | 33734X150 | INDLS PROD DUR | 36 | $2,786 | dollars as filed | |
| GLOBAL X FDS | 37954Y830 | GLOBAL X COPPER | 59 | $2,722 | dollars as filed | |
| iShares U.S. Oil & Gas Exploration & Production ETF | 464288851 | SHS | 26 | $2,497 | dollars as filed | |
| VANGUARD WHITEHALL FDS | 921946885 | COM | 38 | $2,483 | dollars as filed | |
| INNOVATOR ETFS TRUST | 45782C656 | US EQTY PWR BUF | 62 | $2,401 | dollars as filed | |
| iShares MBS ETF | 464288588 | SHS | 24 | $2,260 | dollars as filed | |
| Vanguard Intermediate-Term Treasury ETF | 92206C706 | SHS | 38 | $2,254 | dollars as filed | |
| PROSHARES TR | 74347R693 | PSHS ULTRA TECH | 31 | $2,225 | dollars as filed | |
| SPDR Portfolio Long Term Corporate Bond ETF | 78464A367 | SHS | 87 | $2,047 | dollars as filed | |
| ISHARES TR | 46435G102 | CONV BD ETF | 24 | $2,027 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V779 | BLDG CONSTR ETF | 25 | $2,023 | dollars as filed | |
| WISDOMTREE TR | 97717Y683 | ENHNCD CMMDTY ST | 96 | $1,856 | dollars as filed | |
| GOLDMAN SACHS ETF TR | 381430479 | ACCESS INVT GR | 39 | $1,814 | dollars as filed | |
| INVESCO HIGH YIELD EQUITY DIVIDEND ACHIEVERS ETF | 46137V563 | ETF | 82 | $1,796 | dollars as filed | |
| SPDR Portfolio Long Term Treasury ETF | 78464A664 | SHS | 61 | $1,699 | dollars as filed | |
| INNOVATOR ETFS TRUST | 45783Y509 | CMN | 45 | $1,633 | dollars as filed | |
| ISHARES TR | 46432F859 | CORE 1 5 YR USD | 32 | $1,543 | dollars as filed | |
| LIBERTY BROADBAND A | 530307107 | COMMON STOCK | 19 | $1,519 | dollars as filed | |
| GLOBAL X FDS | 37954Y848 | GLOBAL X SILVER | 38 | $1,379 | dollars as filed | |
| ISHARES TR | 464288729 | GLOB INDSTRL ETF | 8 | $1,205 | dollars as filed | |
| LIBERTY GLOBAL LTD | G61188101 | COM CL A | 46 | $941 | dollars as filed | |
| Schwab 5-10 Year Corporate Bond ETF | 808524698 | SHS | 41 | $932 | dollars as filed | |
| PROSHARES TR | 74347R107 | PSHS ULT S&P 500 | 10 | $932 | dollars as filed | |
| VANGUARD SCOTTSDALE FDS | 92206C730 | COM | 3 | $795 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E511 | PFD ETF | 59 | $733 | dollars as filed | |
| iShares Treasury Floating Rate Bond ETF | 46434V860 | SHS | 13 | $656 | dollars as filed | |
| ISHARES TR | 464288737 | GLB CNSM STP ETF | 10 | $646 | dollars as filed | |
| GOLDMAN SACHS ETF TR | 381430362 | ACCESS INFLATI | 10 | $495 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 15 | $491 | dollars as filed | |
| VANECK ETF TRUST | 92189F460 | CEF MUNI INCOME | 17 | $389 | dollars as filed | |
| SPDR SER TR | 78468R101 | PORTFOLIO SH TSR | 8 | $233 | dollars as filed | |
| Schwab US TIPS ETF | 808524870 | SHS | 8 | $212 | dollars as filed | |
| WISDOMTREE TR | 97717x552 | EUROP OPPOR FD | 4 | $155 | dollars as filed | |
| VANGUARD WORLD FD | 921910709 | EXTENDED DUR | 2 | $148 | dollars as filed | |
| INNOVATOR ETFS TRUST | 45782C508 | US EQTY PWR BUF | 3 | $124 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F | 46641Q886 | DIVERSFED RTRN | 1 | $106 | dollars as filed | |
| iShares 0-3 Month Treasury Bond ETF | 46436E718 | SHS | 1 | $100 | dollars as filed | |
| PACER DATA & ETF INFRASTRUCTURE REAL ESTATE | 69374H741 | ETF | 3 | $95 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V258 | S&P500 PUR VAL | 1 | $90 | dollars as filed | |
| ISHARES TR | 46435G532 | MSCI GBL SUS DEV | 1 | $83 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F | 46641Q845 | DIVERSFD EQT ETF | 1 | $48 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G102 | S&P SMLCP LOW | 1 | $48 | dollars as filed | |
| SPDR Portfolio S&P 500 High Dividend ETF | 78468R788 | SHS | 1 | $46 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G706 | SOLAR ETF | 1 | $39 | dollars as filed | |
| VANECK ETF TRUST | 92189F627 | CHINE INNOV ETF | 1 | $29 | dollars as filed | |
| SCHWAB STRATEGIC TR | 808524631 | HIGH YIEL BD ETF | 1 | $27 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G870 | VAR RATE PFD | 1 | $25 | dollars as filed | |
| SCHWAB STRATEGIC TR | 808524714 | 1 5YR CORP BD | 1 | $25 | dollars as filed | |
| GLOBAL X FDS | 37954Y392 | VDEO GAM ESPRT | 1 | $24 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G532 | ESG NASDAQ NEXT | 1 | $24 | dollars as filed | |
| SCHWAB STRATEGIC TR | 808524839 | US AGGREGATE B | 1 | $23 | dollars as filed | |
| GLOBAL X FDS | 37950E408 | MSCI CHINA CNSMR | 1 | $22 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001423442-24-000011 | this filing | 2024-11-12 | acceptance time not in the bulk data set |