O'Shaughnessy Asset Management, LLC

13F filer · CIK 0001423442

Reported Nov 12, 2024

13F portfolio value$21.7BU.S. long equity reported on 13F

Positions1,624Not reported new · Not reported closed

Net flow last quarterNot reportedBuys minus sells

Top 10 positions weight17.2%Concentration

Holdings

13F · last 4 quarters free

Scroll for earlier quarters

Company	Value	% of portfolio	% of company	POSITION CHANGE qoq %	First reported
Q3 2024Reported Nov 12, 20241,624 positions
AAPLApple Inc.	$341M	3.04%	0.01%	+12.2%	Q2 2013
MSFTMicrosoft Corp	$324M	2.89%	0.01%	+4.1%	Q2 2013
NVDANvidia Corp	$303M	2.71%	0.01%	+7.4%	Q3 2013
BRK.ABerkshire Hathaway Inc	$275M	2.45%	Not reported	+0.3%	Q4 2023
AMZNAmazon Com Inc	$146M	1.30%	0.01%	+4.8%	Q1 2017
METAMeta Platforms, Inc.	$116M	1.04%	Not reported	+10.1%	Q1 2014
JPMJPMorgan Chase & Co	$110M	0.98%	0.02%	+5.3%	Q2 2013
JNJJohnson & Johnson	$110M	0.98%	0.03%	+33.8%	Q2 2013
AVGOBroadcom Inc.	$105M	0.94%	0.01%	+6.2%	Q2 2019
LLYELI LILLY & Co	$101M	0.90%	0.01%	+2.3%	Q2 2013
GOOGLAlphabet Inc.	$98M	0.87%	0.00%	+3.3%	Q3 2017
MOAltria Group, Inc.	$97.5M	0.87%	0.11%	+0.4%	Q2 2013
BRK.BBerkshire Hathaway Inc	$95.6M	0.85%	Not reported	+13.1%	Q2 2013
LMTLockheed Martin Corp	$87.3M	0.78%	0.06%	+10.7%	Q2 2013
WFCWells Fargo & Company	$86.5M	0.77%	0.04%	+32.6%	Q2 2013
BKNGBooking Holdings Inc.	$83M	0.74%	0.06%	+9.9%	Q1 2018
CMCSAComcast Corp	$80.4M	0.72%	0.05%	+9.5%	Q2 2013
MPCMarathon Petroleum Corp	$78.1M	0.70%	0.14%	-0.3%	Q2 2013
VZVerizon Communications Inc	$75.2M	0.67%	0.04%	+3.7%	Q2 2013
WMTWalmart Inc.	$74.7M	0.67%	0.01%	+5.0%	Q2 2013
GOOGAlphabet Inc.	$74.2M	0.66%	Not reported	+1.6%	Q3 2019
VVisa Inc.	$73.3M	0.65%	0.01%	+3.5%	Q2 2013
GDDYGoDaddy Inc.	$70.1M	0.63%	0.30%	+15.8%	Q3 2018
PGPROCTER & GAMBLE Co	$69M	0.62%	0.02%	+8.7%	Q1 2015
SYFSynchrony Financial	$68.9M	0.61%	0.33%	+10.2%	Q1 2018
UNHUnitedhealth Group Inc	$68.1M	0.61%	0.01%	+30.3%	Q2 2013
BLDRBuilders FirstSource, Inc.	$68.1M	0.61%	0.30%	-18.5%	Q3 2019
HIGHartford Insurance Group, Inc.	$67.5M	0.60%	0.19%	-15.7%	Q1 2015
HDHome Depot, Inc.	$65.8M	0.59%	0.02%	+12.6%	Q2 2013
VLOValero Energy Corp	$65.5M	0.58%	0.14%	+16.2%	Q2 2013
XOMExxonMobil Holdings Corp	$65.5M	0.58%	Not reported	+13.2%	Q2 2013
COSTCostco Wholesale Corp	$64.3M	0.57%	0.02%	+7.0%	Q2 2013
TSMTaiwan Semiconductor Manufacturing Co Ltd	$63.5M	0.57%	0.00%	+0.5%	Q2 2013
VRSKVerisk Analytics, Inc.	$60.4M	0.54%	0.16%	-12.8%	Q2 2015
STLDSteel Dynamics Inc	$60M	0.53%	0.30%	-2.2%	Q3 2014
APPAppLovin Corp	$58.3M	0.52%	0.12%	+66.4%	Q4 2023
RTXRTX Corp	$56.4M	0.50%	0.03%	+27.4%	Q2 2020
AFLAflac Inc	$56.3M	0.50%	0.09%	+8.8%	Q2 2013
BNYBank of New York Mellon Corp	$53.8M	0.48%	0.10%	+29.9%	Q2 2019
AIGAmerican International Group, Inc.	$53.1M	0.47%	0.11%	+4.9%	Q1 2015
GISGeneral Mills Inc	$53M	0.47%	0.13%	+40.2%	Q2 2013
CATCaterpillar Inc	$49.5M	0.44%	0.03%	+47.3%	Q3 2013
MAMastercard Inc	$48.9M	0.44%	0.01%	+8.9%	Q2 2013
PHMPultegroup Inc	$48.4M	0.43%	0.16%	+4.2%	Q2 2013
ORCLOracle Corp	$48.1M	0.43%	0.01%	-4.6%	Q2 2013
EBAYEbay Inc	$46.8M	0.42%	0.15%	+19.9%	Q2 2013
EXPDExpeditors International of Washington Inc	$45.9M	0.41%	0.27%	+0.4%	Q4 2015
BACBank of America Corp	$45.5M	0.41%	0.01%	+4.0%	Q1 2014
LOWLowes Companies Inc	$44.4M	0.40%	0.03%	-15.9%	Q2 2013
GSGoldman Sachs Group Inc	$43.8M	0.39%	0.03%	+14.6%	Q2 2013

Q2 2024Reported Aug 14, 20241,481 positions
MSFTMicrosoft Corp	$332M	3.43%	0.01%	+10.6%	Q2 2013
AAPLApple Inc.	$276M	2.85%	0.01%	+13.6%	Q2 2013
NVDANvidia Corp	$253M	2.61%	0.01%	+12.8%	Q3 2013
BRK.ABerkshire Hathaway Inc	$245M	2.53%	Not reported	Not reported	Q4 2023
AMZNAmazon Com Inc	$143M	1.48%	0.01%	+14.9%	Q1 2017
GOOGLAlphabet Inc.	$105M	1.08%	0.00%	+11.6%	Q3 2017
LLYELI LILLY & Co	$96M	0.99%	0.01%	+3.9%	Q2 2013
JPMJPMorgan Chase & Co	$95.7M	0.99%	0.02%	+10.7%	Q2 2013
METAMeta Platforms, Inc.	$90M	0.93%	Not reported	+13.3%	Q1 2014
MOAltria Group, Inc.	$88.7M	0.92%	0.11%	+0.8%	Q2 2013
AVGOBroadcom Inc.	$87.1M	0.90%	0.01%	+10.1%	Q2 2019
MPCMarathon Petroleum Corp	$83.7M	0.86%	0.14%	-5.4%	Q2 2013
GOOGAlphabet Inc.	$80.5M	0.83%	Not reported	+14.4%	Q3 2019
BRK.BBerkshire Hathaway Inc	$74.8M	0.77%	Not reported	+8.8%	Q2 2013
JNJJohnson & Johnson	$74M	0.76%	0.02%	+24.8%	Q2 2013
BKNGBooking Holdings Inc.	$69.6M	0.72%	0.05%	+1.3%	Q1 2018
VRSKVerisk Analytics, Inc.	$69.3M	0.72%	0.18%	+5.2%	Q2 2015
VZVerizon Communications Inc	$69.3M	0.72%	0.04%	+8.3%	Q2 2013
CMCSAComcast Corp	$68.5M	0.71%	0.04%	-3.0%	Q2 2013
HIGHartford Insurance Group, Inc.	$68M	0.70%	0.23%	-8.0%	Q1 2015
VVisa Inc.	$66.2M	0.68%	0.01%	+6.2%	Q2 2013
VLOValero Energy Corp	$62.6M	0.65%	0.12%	-4.5%	Q2 2013
WFCWells Fargo & Company	$62.3M	0.64%	0.03%	+40.9%	Q2 2013
STLDSteel Dynamics Inc	$61M	0.63%	0.30%	-1.4%	Q3 2014
PGPROCTER & GAMBLE Co	$60.6M	0.63%	0.02%	+9.6%	Q1 2015
LMTLockheed Martin Corp	$60.3M	0.62%	0.05%	+9.5%	Q2 2013
WMTWalmart Inc.	$60.1M	0.62%	0.01%	+15.3%	Q2 2013
BLDRBuilders FirstSource, Inc.	$58.8M	0.61%	0.36%	-14.2%	Q3 2019
COSTCostco Wholesale Corp	$57.4M	0.59%	0.02%	+13.9%	Q2 2013
TSMTaiwan Semiconductor Manufacturing Co Ltd	$57.1M	0.59%	0.00%	+5.0%	Q2 2013
SYFSynchrony Financial	$55M	0.57%	0.29%	+9.2%	Q1 2018
XOMExxonMobil Holdings Corp	$53.7M	0.55%	Not reported	+28.7%	Q2 2013
GDDYGoDaddy Inc.	$51.6M	0.53%	0.26%	+44.4%	Q3 2018
HDHome Depot, Inc.	$48.5M	0.50%	0.01%	+5.2%	Q2 2013
AIGAmerican International Group, Inc.	$48.4M	0.50%	0.10%	-6.5%	Q1 2015
EXPDExpeditors International of Washington Inc	$46.8M	0.48%	0.27%	-1.9%	Q4 2015
UNHUnitedhealth Group Inc	$44M	0.45%	0.01%	+2.4%	Q2 2013
KLACKla Corp	$43.7M	0.45%	0.04%	-41.5%	Q2 2013
BACBank of America Corp	$41.6M	0.43%	0.01%	+20.4%	Q1 2014
LOWLowes Companies Inc	$41.4M	0.43%	0.03%	-13.8%	Q2 2013
AFLAflac Inc	$40.5M	0.42%	0.08%	+6.5%	Q2 2013
ORCLOracle Corp	$40.4M	0.42%	0.01%	+4.1%	Q2 2013
MAMastercard Inc	$39.1M	0.40%	0.01%	+7.5%	Q2 2013
CAHCardinal Health Inc	$39M	0.40%	0.16%	-18.6%	Q1 2015
MMM3m Co	$37.7M	0.39%	0.07%	-12.4%	Q4 2013
DDDuPont de Nemours, Inc.	$37.2M	0.38%	0.11%	+36.5%	Q2 2019
MRKMerck & Co., Inc.	$36.9M	0.38%	0.01%	+6.6%	Q1 2015
NVONovo Nordisk A S	$36M	0.37%	Not reported	+6.0%	Q2 2013
PHMPultegroup Inc	$35.9M	0.37%	0.16%	-11.7%	Q2 2013
RTXRTX Corp	$35.7M	0.37%	0.03%	+102.2%	Q2 2020

Q1 2024Reported May 13, 20241,442 positions
MSFTMicrosoft Corp	$283M	3.13%	0.01%	+15.5%	Q2 2013
BRK.ABerkshire Hathaway Inc	$254M	2.81%	Not reported	Not reported	Q4 2023
AAPLApple Inc.	$198M	2.19%	0.01%	+8.4%	Q2 2013
NVDANvidia Corp	$164M	1.81%	0.01%	+17.0%	Q3 2013
AMZNAmazon Com Inc	$116M	1.29%	0.01%	+26.1%	Q1 2017
BLDRBuilders FirstSource, Inc.	$103M	1.14%	0.41%	-2.4%	Q3 2019
MPCMarathon Petroleum Corp	$103M	1.14%	0.14%	+1.6%	Q2 2013
JPMJPMorgan Chase & Co	$85.6M	0.95%	0.01%	+14.5%	Q2 2013
MOAltria Group, Inc.	$84.3M	0.93%	0.11%	+13.1%	Q2 2013
LLYELI LILLY & Co	$79.4M	0.88%	0.01%	+6.9%	Q2 2013
CMCSAComcast Corp	$78.2M	0.87%	0.04%	+15.1%	Q2 2013
GOOGLAlphabet Inc.	$77.7M	0.86%	0.00%	+10.0%	Q3 2017
METAMeta Platforms, Inc.	$76.5M	0.85%	Not reported	+20.1%	Q1 2014
HIGHartford Insurance Group, Inc.	$75.7M	0.84%	0.25%	+16.9%	Q1 2015
VLOValero Energy Corp	$71.4M	0.79%	0.13%	+15.8%	Q2 2013
BRK.BBerkshire Hathaway Inc	$71M	0.79%	Not reported	+9.0%	Q2 2013
STLDSteel Dynamics Inc	$70.8M	0.78%	0.30%	+43.1%	Q3 2014
VVisa Inc.	$66.2M	0.73%	0.01%	+14.6%	Q2 2013
AVGOBroadcom Inc.	$65.4M	0.72%	0.01%	+13.5%	Q2 2019
VZVerizon Communications Inc	$65.1M	0.72%	0.04%	+24.6%	Q2 2013
JNJJohnson & Johnson	$64.2M	0.71%	0.02%	+70.8%	Q2 2013
KLACKla Corp	$63.3M	0.70%	0.07%	-13.2%	Q2 2013
BKNGBooking Holdings Inc.	$62.9M	0.70%	0.05%	+16.9%	Q1 2018
GOOGAlphabet Inc.	$58.4M	0.65%	Not reported	+20.2%	Q3 2019
VRSKVerisk Analytics, Inc.	$57.6M	0.64%	0.17%	+35.9%	Q2 2015
LOWLowes Companies Inc	$55.5M	0.61%	0.04%	+4.1%	Q2 2013
CAHCardinal Health Inc	$54.5M	0.60%	0.20%	-15.0%	Q1 2015
AIGAmerican International Group, Inc.	$54.5M	0.60%	0.10%	-21.1%	Q1 2015
PGPROCTER & GAMBLE Co	$54.4M	0.60%	0.01%	+10.1%	Q1 2015
LMTLockheed Martin Corp	$53.6M	0.59%	0.05%	+34.5%	Q2 2013
HDHome Depot, Inc.	$51.3M	0.57%	0.01%	+19.7%	Q2 2013
EXPDExpeditors International of Washington Inc	$46.4M	0.51%	0.27%	+32.7%	Q4 2015
WMTWalmart Inc.	$46.3M	0.51%	0.01%	+26.9%	Q2 2013
SYFSynchrony Financial	$46M	0.51%	0.27%	+1.3%	Q1 2018
MMM3m Co	$44.7M	0.49%	0.08%	-7.3%	Q4 2013
PHMPultegroup Inc	$44.5M	0.49%	0.17%	+2.8%	Q2 2013
BBYBest Buy Co Inc	$43.6M	0.48%	0.25%	+16.0%	Q2 2013
COSTCostco Wholesale Corp	$43.4M	0.48%	0.01%	+20.0%	Q2 2013
WFCWells Fargo & Company	$43.1M	0.48%	0.02%	+55.9%	Q2 2013
CICigna Group	$42.9M	0.48%	0.04%	-19.6%	Q2 2013
TSMTaiwan Semiconductor Manufacturing Co Ltd	$42.6M	0.47%	0.00%	+25.8%	Q2 2013
XOMExxonMobil Holdings Corp	$42.2M	0.47%	Not reported	+30.0%	Q2 2013
UNHUnitedhealth Group Inc	$41.7M	0.46%	0.01%	+0.2%	Q2 2013
CTRACentra Software Inc	$41.6M	0.46%	Not reported	+0.1%	Q2 2019
MAMastercard Inc	$39.7M	0.44%	0.01%	+19.9%	Q2 2013
COPConocophillips	$39.2M	0.43%	0.03%	+8.8%	Q2 2013
DFSDiscover Financial Services	$37.5M	0.42%	0.11%	-5.8%	Q2 2013
MRKMerck & Co., Inc.	$36.9M	0.41%	0.01%	+11.3%	Q1 2015
AFLAflac Inc	$36.6M	0.41%	0.07%	+36.8%	Q2 2013
ORCLOracle Corp	$34.5M	0.38%	0.01%	+17.1%	Q2 2013

Q4 2023Reported Feb 9, 20241,366 positions
MSFTMicrosoft Corp	$219M	2.90%	0.01%	+8.3%	Q2 2013
BRK.ABerkshire Hathaway Inc	$217M	2.88%	Not reported	New	Q4 2023
AAPLApple Inc.	$205M	2.72%	0.01%	+19.1%	Q2 2013
BLDRBuilders FirstSource, Inc.	$84.6M	1.12%	0.42%	-14.0%	Q3 2019
AMZNAmazon Com Inc	$77.6M	1.03%	0.00%	+19.3%	Q1 2017
NVDANvidia Corp	$76.7M	1.02%	0.01%	+10.6%	Q3 2013
MPCMarathon Petroleum Corp	$74.4M	0.99%	0.13%	-13.4%	Q2 2013
MOAltria Group, Inc.	$68.9M	0.91%	0.10%	-11.1%	Q2 2013
CMCSAComcast Corp	$68.7M	0.91%	0.04%	-7.4%	Q2 2013
GOOGLAlphabet Inc.	$65.4M	0.87%	0.00%	+14.5%	Q3 2017
JPMJPMorgan Chase & Co	$63.5M	0.84%	0.01%	+44.0%	Q2 2013
KLACKla Corp	$60.7M	0.80%	0.08%	-21.5%	Q2 2013
AIGAmerican International Group, Inc.	$59.8M	0.79%	0.13%	-16.1%	Q1 2015
CAHCardinal Health Inc	$57.7M	0.76%	0.23%	-7.7%	Q1 2015
LLYELI LILLY & Co	$55.7M	0.74%	0.01%	-10.8%	Q2 2013
BRK.BBerkshire Hathaway Inc	$55.3M	0.73%	Not reported	-4.1%	Q2 2013
VVisa Inc.	$53.9M	0.71%	0.01%	-0.1%	Q2 2013
BKNGBooking Holdings Inc.	$52.6M	0.70%	0.04%	+43.2%	Q1 2018
HIGHartford Insurance Group, Inc.	$50.5M	0.67%	0.21%	-4.7%	Q1 2015
MMM3m Co	$49.7M	0.66%	0.08%	-24.2%	Q4 2013
AVGOBroadcom Inc.	$48.5M	0.64%	0.01%	+19.0%	Q2 2019
VLOValero Energy Corp	$47M	0.62%	0.11%	-8.4%	Q2 2013
VZVerizon Communications Inc	$47M	0.62%	0.03%	+108.4%	Q2 2013
LOWLowes Companies Inc	$46.6M	0.62%	0.04%	-2.9%	Q2 2013
METAMeta Platforms, Inc.	$46.4M	0.62%	Not reported	+17.2%	Q1 2014
GOOGAlphabet Inc.	$45M	0.60%	Not reported	+15.2%	Q3 2019
PGPROCTER & GAMBLE Co	$44.7M	0.59%	0.01%	-17.6%	Q1 2015
UNHUnitedhealth Group Inc	$44.3M	0.59%	0.01%	+2.2%	Q2 2013
CICigna Group	$44M	0.58%	0.05%	-12.7%	Q2 2013
VRSKVerisk Analytics, Inc.	$42.9M	0.57%	0.13%	+47.9%	Q2 2015
DOWDow Inc.	$42.1M	0.56%	0.11%	-31.2%	Q3 2013
FICOFair Isaac Corp	$41.2M	0.55%	0.14%	-39.0%	Q1 2015
SYFSynchrony Financial	$40.2M	0.53%	0.26%	-13.7%	Q1 2018
MCKMckesson Corp	$40M	0.53%	0.07%	-15.1%	Q2 2013
LMTLockheed Martin Corp	$39.7M	0.53%	0.04%	+40.2%	Q2 2013
STLDSteel Dynamics Inc	$39.4M	0.52%	0.21%	0.0%	Q3 2014
HDHome Depot, Inc.	$38.7M	0.51%	0.01%	+1.4%	Q2 2013
CTRACentra Software Inc	$38M	0.50%	Not reported	+2.4%	Q2 2019
JNJJohnson & Johnson	$37.3M	0.49%	0.01%	-11.7%	Q2 2013
PHMPultegroup Inc	$37.1M	0.49%	0.17%	-1.2%	Q2 2013
EXPDExpeditors International of Washington Inc	$36.6M	0.49%	0.20%	+14.7%	Q4 2015
ADBEAdobe Inc.	$36.3M	0.48%	0.01%	-5.6%	Q3 2016
BBYBest Buy Co Inc	$35.9M	0.48%	0.21%	+18.8%	Q2 2013
DFSDiscover Financial Services	$34.2M	0.45%	0.12%	-8.8%	Q2 2013
STTState Street Corp	$33.5M	0.44%	0.14%	+8.7%	Q2 2013
CHRWC. H. Robinson Worldwide, Inc.	$33.1M	0.44%	0.33%	-24.3%	Q1 2014
EQHEquitable Holdings, Inc.	$32.9M	0.44%	0.30%	-34.0%	Q1 2020
COPConocophillips	$32.8M	0.44%	0.02%	-4.7%	Q2 2013
COSTCostco Wholesale Corp	$32.6M	0.43%	0.01%	+5.4%	Q2 2013
WMTWalmart Inc.	$31.8M	0.42%	0.01%	-14.1%	Q2 2013

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