O'SHAUGHNESSY ASSET MANAGEMENT, LLC

13F filer, CIK 1423442, Stamford, CT

O'SHAUGHNESSY ASSET MANAGEMENT, LLC reported $11,207,501,600 across 2,113 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-12. Its ten largest share positions make up 17.72% of the portfolio.

Filed 2024-11-12 (acceptance time not in the bulk data set), ingested 2026-10-07 18:26:56 UTC13F-HR 0001423442-24-000011

Period: 2024-09-30
Reported value: $11.2B
Holdings: 2,113
Top 10 weight: 17.72%
New: 256
Sold out: 103

Largest buys vs the previous quarter

Security	Shares change	Approx. value
AVGOadded	+521,950	$95.2M
AAPLadded	+160,434	$37.1M
FISadded	+331,673	$29.1M
JNJadded	+171,161	$27.7M
APPadded	+160,115	$23.3M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
MMMreduced	-156,631	-$21.3M
KLACreduced	-25,525	-$21.2M
CTRAreduced	-694,057	-$16.9M
CIreduced	-45,772	-$16.1M
BLDRreduced	-78,498	-$15.4M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q3 2024

Share positions as resolved from 13F-HR 0001423442-24-000011, largest first. % of portfolio is the value over $11,207,501,600, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
HYMBSPDR SERIES TRUST	347	$9.04K	<0.01%	-1,344	Timeline
SPSBSPDR SERIES TRUST	299	$8.99K	<0.01%	0	Timeline
EWZISHARES INC	306	$8.86K	<0.01%	0	Timeline
URAGLOBAL X FDS	291	$8.78K	<0.01%	-8	Timeline
DGSWISDOMTREE TR	164	$8.67K	<0.01%	-311	Timeline
SOCLGLOBAL X FDS	200	$8.62K	<0.01%	0	Timeline
RSPDINVESCO EXCHANGE TRADED FD T	162	$8.52K	<0.01%	+22	Timeline
AOAISHARES TR	105	$8.28K	<0.01%	0	Timeline
FDHYFIDELITY COVINGTON TRUST	165	$8.06K	<0.01%	new	Timeline
SPHBINVESCO EXCH TRADED FD TR II	84	$7.7K	<0.01%	0	Timeline
MOOVANECK ETF TRUST	100	$7.36K	<0.01%	new	Timeline
HYDVANECK ETF TRUST	140	$7.36K	<0.01%	new	Timeline
EWOISHARES INC	326	$7.22K	<0.01%	0	Timeline
IVOVVANGUARD ADMIRAL FDS INC	74	$7.19K	<0.01%	0	Timeline
ENORISHARES TR	288	$7.09K	<0.01%	0	Timeline
ONEVSPDR SERIES TRUST	53	$6.89K	<0.01%	0	Timeline
EIDOISHARES TR	311	$6.83K	<0.01%	0	Timeline
IXCISHARES TR	157	$6.67K	<0.01%	0	Timeline
FXGFIRST TR EXCHANGE-TRADED FD	96	$6.48K	<0.01%	0	Timeline
FLKRFRANKLIN TEMPLETON ETF TR	300	$6.33K	<0.01%	0	Timeline
TLHISHARES TR	60	$6.31K	<0.01%	0	Timeline
SUSLISHARES TR	61	$6.31K	<0.01%	+60	Timeline
PFFDGLOBAL X FDS	300	$6.25K	<0.01%	+299	Timeline
ALTLPACER FDS TR	161	$6.2K	<0.01%	0	Timeline
KIESPDR SERIES TRUST	106	$6.12K	<0.01%	0	Timeline
EWIISHARES INC	158	$6.11K	<0.01%	0	Timeline
QUSSPDR SERIES TRUST	38	$6.1K	<0.01%	0	Timeline
TFISPDR SERIES TRUST	131	$6.06K	<0.01%	+59	Timeline
IHDGWISDOMTREE TR	130	$5.98K	<0.01%	-310	Timeline
KCESPDR SERIES TRUST	45	$5.9K	<0.01%	0	Timeline
AORISHARES TR	100	$5.9K	<0.01%	0	Timeline
EZAISHARES INC	119	$5.9K	<0.01%	0	Timeline
RWKINVESCO EXCH TRADED FD TR II	50	$5.89K	<0.01%	new	Timeline
FRDMEA SERIES TRUST	158	$5.73K	<0.01%	0	Timeline
FLTRVANECK ETF TRUST	208	$5.29K	<0.01%	new	Timeline
CENTRAIS ELETRICAS BRASILEIRCENTRAIS ELETRICAS BRASILEIR	686	$5.25K	<0.01%	+594
USIGISHARES TR	101	$5.23K	<0.01%	-291	Timeline
OUSAALPS ETF TR	92	$5.01K	<0.01%	new	Timeline
SUSAISHARES TR	40	$4.88K	<0.01%	0	Timeline
PDNINVESCO EXCH TRADED FD TR II	139	$4.76K	<0.01%	0	Timeline
FCTRFIRST TR EXCHANGE-TRADED FD	146	$4.68K	<0.01%	0	Timeline
IATISHARES TR	94	$4.63K	<0.01%	+58	Timeline
DIHPDIMENSIONAL ETF TRUST	168	$4.61K	<0.01%	0	Timeline
BGRNISHARES TR	95	$4.54K	<0.01%	0	Timeline
GSSCGOLDMAN SACHS ETF TR	64	$4.46K	<0.01%	new	Timeline
XLGINVESCO EXCHANGE TRADED FD T	92	$4.45K	<0.01%	-1,077	Timeline
GWXSPDR INDEX SHS FDS	125	$4.18K	<0.01%	0	Timeline
PSPINVESCO EXCHANGE TRADED FD T	60	$4.08K	<0.01%	+24	Timeline
DFGRDIMENSIONAL ETF TRUST	139	$3.91K	<0.01%	new	Timeline
EBNDSPDR SERIES TRUST	188	$3.88K	<0.01%	-92	Timeline
BSEPINNOVATOR ETFS TRUST	90	$3.83K	<0.01%	0	Timeline
VCSHVANGUARD SCOTTSDALE FDS	47	$3.7K	<0.01%	+46	Timeline
XMLVINVESCO EXCH TRADED FD TR II	60	$3.7K	<0.01%	0	Timeline
FXUFIRST TR EXCHANGE-TRADED FD	95	$3.64K	<0.01%	new	Timeline
EMGFISHARES INC	68	$3.4K	<0.01%	+66	Timeline
KNGFIRST TR EXCHANGE-TRADED FD	62	$3.39K	<0.01%	new	Timeline
RWRSPDR SERIES TRUST	31	$3.23K	<0.01%	0	Timeline
MKC-VMCCORMICK & CO INC	40	$3.21K	<0.01%	0	Timeline
EWHISHARES INC	161	$2.99K	<0.01%	0	Timeline
DEHPDIMENSIONAL ETF TRUST	107	$2.88K	<0.01%	-34	Timeline
FENYFIDELITY COVINGTON TRUST	110	$2.79K	<0.01%	-161	Timeline
FXRFIRST TR EXCHANGE-TRADED FD	36	$2.79K	<0.01%	0	Timeline
COPXGLOBAL X FDS	59	$2.72K	<0.01%	0	Timeline
IEOISHARES TR	26	$2.5K	<0.01%	0	Timeline
VWOBVANGUARD WHITEHALL FDS	38	$2.48K	<0.01%	0	Timeline
PSEPINNOVATOR ETFS TRUST	62	$2.4K	<0.01%	0	Timeline
MBBISHARES TR	24	$2.26K	<0.01%	+23	Timeline
VGITVANGUARD SCOTTSDALE FDS	38	$2.25K	<0.01%	-708	Timeline
ROMPROSHARES TR	31	$2.23K	<0.01%	new	Timeline
SPLBSPDR SERIES TRUST	87	$2.05K	<0.01%	-1	Timeline
ICVTISHARES TR	24	$2.03K	<0.01%	0	Timeline
PKBINVESCO EXCHANGE TRADED FD T	25	$2.02K	<0.01%	0	Timeline
GCCWISDOMTREE TR	96	$1.86K	<0.01%	0	Timeline
GIGBGOLDMAN SACHS ETF TR	39	$1.81K	<0.01%	new	Timeline
PEYINVESCO EXCHANGE TRADED FD T	82	$1.8K	<0.01%	0	Timeline
SPTLSPDR SERIES TRUST	61	$1.7K	<0.01%	-41	Timeline
QTAPINNOVATOR ETFS TRUST	45	$1.63K	<0.01%	0	Timeline
ISTBISHARES TR	32	$1.54K	<0.01%	0	Timeline
LBRDALIBERTY BROADBAND CORP	19	$1.52K	<0.01%	new	Timeline
SILGLOBAL X FDS	38	$1.38K	<0.01%	new	Timeline
EXIISHARES TR	8	$1.21K	<0.01%	new	Timeline
LBTYALIBERTY GLOBAL LTD	46	$941	<0.01%	new	Timeline
SCHISCHWAB STRATEGIC TR	41	$932	<0.01%	+1	Timeline
SSOPROSHARES TR	10	$932	<0.01%	new	Timeline
VONEVANGUARD SCOTTSDALE FDS	3	$795	<0.01%	0	Timeline
PGXINVESCO EXCH TRADED FD TR II	59	$733	<0.01%	0	Timeline
TFLOISHARES TR	13	$656	<0.01%	0	Timeline
KXIISHARES TR	10	$646	<0.01%	+7	Timeline
GTIPGOLDMAN SACHS ETF TR	10	$495	<0.01%	0	Timeline
FXIISHARES TR	15	$491	<0.01%	-285	Timeline
XMPTVANECK ETF TRUST	17	$389	<0.01%	+3	Timeline
SPTSSPDR SERIES TRUST	8	$233	<0.01%	0	Timeline
SCHPSCHWAB STRATEGIC TR	8	$212	<0.01%	-241	Timeline
OPPEWISDOMTREE TR	4	$155	<0.01%	0	Timeline
EDVVANGUARD WORLD FD	2	$148	<0.01%	0	Timeline
PJANINNOVATOR ETFS TRUST	3	$124	<0.01%	0	Timeline
JPMEJ P MORGAN EXCHANGE TRADED F	1	$106	<0.01%	0	Timeline
SGOVISHARES TR	1	$100	<0.01%	new	Timeline
SRVRPACER FDS TR	3	$95	<0.01%	0	Timeline
RPVINVESCO EXCHANGE TRADED FD T	1	$90	<0.01%	0	Timeline
SDGISHARES TR	1	$83	<0.01%	0	Timeline
JPSEJ P MORGAN EXCHANGE TRADED F	1	$48	<0.01%	0	Timeline
XSLVINVESCO EXCH TRADED FD TR II	1	$48	<0.01%	0	Timeline
SPYDSPDR SERIES TRUST	1	$46	<0.01%	-127	Timeline
TANINVESCO EXCH TRADED FD TR II	1	$39	<0.01%	new	Timeline
CNXTVANECK ETF TRUST	1	$29	<0.01%	new	Timeline
SCYBSCHWAB STRATEGIC TR	1	$27	<0.01%	new	Timeline
VRPINVESCO EXCH TRADED FD TR II	1	$25	<0.01%	0	Timeline
SCHJSCHWAB STRATEGIC TR	1	$25	<0.01%	new	Timeline
HEROGLOBAL X FDS	1	$24	<0.01%	new	Timeline
INVESCO EXCH TRADED FD TR IIINVESCO EXCH TRADED FD TR II	1	$24	<0.01%	0
SCHZSCHWAB STRATEGIC TR	1	$23	<0.01%	0	Timeline
CHIQGLOBAL X FDS	1	$22	<0.01%	new	Timeline

Sold out in Q3 2024

Positions in the previous quarter's report that this quarter's report no longer lists.

The largest 100 of 103. All 103

Security	Shares before	Value before	Type
LAM RESEARCH CORPLAM RESEARCH CORP	13,281	$14.1M	shares
FERGUSON PLCFERGUSON PLC	52,594	$10.2M	shares
SUPER MICRO COMPUTER INCSUPER MICRO COMPUTER INC	11,816	$9.68M	shares
WESTROCK COWESTROCK CO	192,439	$9.67M	shares
TE CONNECTIVITY LTDTE CONNECTIVITY LTD	37,213	$5.6M	shares
TEEKAY TANKERS LTDTEEKAY TANKERS LTD	69,525	$4.78M	shares
BW LPG LTDBW LPG LTD	203,330	$3.77M	shares
HEHAWAIIAN ELEC INDS INC MTN B	189,623	$1.71M	shares
VSHVISHAY INTERTECHNOLOGY INC	73,781	$1.65M	shares
STCSTEWART INFORMATION SVCS COR	18,237	$1.13M	shares
DLTRDOLLAR TREE INC	7,682	$820K	shares
ELFE L F BEAUTY INC	3,482	$734K	shares
OVERSEAS SHIPHOLDING GROUP IOVERSEAS SHIPHOLDING GROUP I	81,093	$688K	shares
WFRDWEATHERFORD INTL PLC	5,551	$680K	shares
BNDVANGUARD BD INDEX FDS	8,991	$648K	shares
MTSIMACOM TECH SOLUTIONS HLDGS I	3,771	$420K	shares
FSTRFOSTER L B CO	18,692	$402K	shares
CELHCELSIUS HLDGS INC	7,017	$401K	shares
HIHILLENBRAND INC	9,505	$380K	shares
MSMMSC INDL DIRECT INC	4,785	$379K	shares
LXULSB INDS INC	44,587	$365K	shares
FBNDFIDELITY MERRIMACK STR TR	7,827	$352K	shares
TNETTRINET GROUP INC	3,128	$313K	shares
VKTXVIKING THERAPEUTICS INC	5,777	$306K	shares
DIODDIODES INC	4,188	$301K	shares
GCTGIGACLOUD TECHNOLOGY INC	9,594	$292K	shares
APGAPI GROUP CORP	7,383	$278K	shares
CYTKCYTOKINETICS INC	5,091	$276K	shares
DBXDROPBOX INC	11,951	$269K	shares
AZEK CO INCAZEK CO INC	6,318	$266K	shares
UTWORBB FD INC	5,490	$263K	shares
CNMDCONMED CORP	3,749	$260K	shares
ALTAIR ENGINEERING INCALTAIR ENGINEERING INC	2,642	$259K	shares
WMGWARNER MUSIC GROUP CORP	8,406	$258K	shares
BEACON ROOFING SUPPLY INCBEACON ROOFING SUPPLY INC	2,808	$254K	shares
APPFAPPFOLIO INC	1,030	$252K	shares
INTRA-CELLULAR THERAPIES INCINTRA-CELLULAR THERAPIES INC	3,674	$252K	shares
RMBSRAMBUS INC DEL	4,281	$252K	shares
BLMNBLOOMIN BRANDS INC	12,991	$250K	shares
NGVTINGEVITY CORP	5,671	$248K	shares
ASOACADEMY SPORTS & OUTDOORS IN	4,530	$241K	shares
MARAMARA HOLDINGS INC	11,573	$230K	shares
ALRMALARM COM HLDGS INC	3,578	$227K	shares
DLXDELUXE CORP MEDIUM TERM NTS	9,848	$221K	shares
ASHASHLAND INC	2,331	$220K	shares
PUKPRUDENTIAL PLC	11,905	$218K	shares
TRMDTORM PLC	5,497	$213K	shares
ODPTHE ODP CORP	5,371	$211K	shares
TDWTIDEWATER INC NEW	2,151	$205K	shares
BCMLBAYCOM CORP	9,914	$202K	shares
ANIPANI PHARMACEUTICALS INC	3,142	$200K	shares
ALOTASTRONOVA INC	12,479	$193K	shares
ARKKARK ETF TR	4,239	$186K	shares
QQQJINVESCO EXCH TRADED FD TR II	6,333	$177K	shares
USFRWISDOMTREE TR	3,500	$176K	shares
CSPICSP INC	11,817	$176K	shares
SITE CENTERS CORPSITE CENTERS CORP	11,067	$160K	shares
XBILRBB FD INC	3,150	$158K	shares
PSCTINVESCO EXCH TRADED FD TR II	3,313	$155K	shares
OBILRBB FD INC	2,881	$144K	shares
EQUITRANS MIDSTREAM CORP NPVEQUITRANS MIDSTREAM CORP NPV	11,067	$144K	shares
PATHUIPATH INC	11,148	$141K	shares
OIO-I GLASS INC	12,430	$138K	shares
VYGRVOYAGER THERAPEUTICS INC	17,352	$137K	shares
UEICUNIVERSAL ELECTRS INC	11,166	$130K	shares
DVAXDYNAVAX TECHNOLOGIES CORP	10,102	$113K	shares
AGROADECOAGRO S A	11,133	$108K	shares
WTWISDOMTREE INC	10,869	$108K	shares
ASTLALGOMA STL GROUP INC	14,471	$100K	shares
HDSNHUDSON TECHNOLOGIES INC	10,599	$93.2K	shares
ICLNISHARES TR	6,044	$80.5K	shares
REDFIN CORPREDFIN CORP	12,867	$77.3K	shares
SOLO BRANDS INCSOLO BRANDS INC	29,274	$66.7K	shares
INDHWISDOMTREE TR	1,455	$62.4K	shares
JPIEJ P MORGAN EXCHANGE TRADED F	1,295	$58.9K	shares
JPSTJ P MORGAN EXCHANGE TRADED F	1,160	$58.5K	shares
GVIPGOLDMAN SACHS ETF TR	511	$56.5K	shares
FXNFIRST TR EXCHANGE-TRADED FD	3,000	$54.6K	shares
ARCADIUM LITHIUM PLCARCADIUM LITHIUM PLC	14,733	$49.5K	shares
IQIQIYI INC	12,421	$45.6K	shares
HRTXHERON THERAPEUTICS INC	12,189	$42.7K	shares
LIBERTY MEDIA CORP DELLIBERTY MEDIA CORP DEL	1,884	$41.7K	shares
SGMTSAGIMET BIOSCIENCES INC	12,076	$41.3K	shares
SIRIUS XM HOLDINGS INCSIRIUS XM HOLDINGS INC	14,157	$40.1K	shares
TURNSTONE BIOLOGICS CORPTURNSTONE BIOLOGICS CORP	13,737	$36K	shares
ARKGARK ETF TR	1,413	$33.2K	shares
KARYOPHARM THERAPEUTICS INCKARYOPHARM THERAPEUTICS INC	21,941	$19K	shares
BSVVANGUARD BD INDEX FDS	236	$18.1K	shares
ZALTINNOVATOR ETFS TRUST	548	$15.5K	shares
DDLSWISDOMTREE TR	437	$15K	shares
ECHISHARES INC	205	$5.3K	shares
LIBERTY MEDIA CORP DEL COM …LIBERTY MEDIA CORP DEL COM LBTY S…	181	$4.01K	shares
GOVTISHARES TR	66	$1.49K	shares
XTNSPDR SERIES TRUST	10	$782	shares
QCLNFIRST TR EXCHANGE-TRADED FD	21	$714	shares
SJNKSPDR SERIES TRUST	20	$499	shares
SPIBSPDR SERIES TRUST	11	$358	shares
FANFIRST TR EXCHANGE-TRADED FD	22	$357	shares
SHMSPDR SERIES TRUST	6	$283	shares
BBAXJ P MORGAN EXCHANGE TRADED F	2	$97	shares

How Q3 2024 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0001423442-24-000011	base		2024-11-12	acceptance time not in the bulk data set	2026-10-07 18:26:56 UTC