O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q4 2023 13F Combination Report, Stock Holdings

Signature - Title
Raymond Amoroso III Esq. - Chief Compliance Officer
Location
Stamford, CT
Holdings as of
December 31, 2023
Value $
$7.54B
Num holdings
1,729
Date filed
2/9/2024, 02:48 PM
Description
A portion of the US holdings for this investor are reported in this report and a portion are reported by other reporting manager(s). The Form 13F report requires disclosure of the manager that files the report, the name and class of the security, the CUSIP code, the number of shares as of the end of the calendar quarter for which the report is filed, and the total market value. The market value column should not be used as a substitute for Assets Under Management (AUM), as it does not include cash held in accounts.
Previous filing
Q3 2023 - Nov 13, 2023
Next filing
Q1 2024 - May 13, 2024
Sym Weight Trade Impact Company Class Shares Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2023 Q4 compared to 2023 Q3 by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Raymond Amoroso III Esq. Chief Compliance Officer Stamford, Connecticut 2/7/2024

List of Other Managers Reporting for O'SHAUGHNESSY ASSET MANAGEMENT, LLC:

Name Holdings Value Location File Number
FRANKLIN RESOURCES INC $368B San Mateo, CA 028-00734

Other Included Managers (1):

Num Name Location File Number
1 Mercer Investments LLC 028-12567