O SHAUGHNESSY ASSET MANAGEMENT LLC
Q1 2024 Form 13-F

STAMFORD, CONNECTICUT
CIK 0001423442 · CRD 144594 · SEC-registered investment adviser
Holdings reported by Lee Financial Co since Q3 2021 , BWM Planning LLC since Q1 2025 , Nvest Wealth Strategies Inc since Q1 2026 and 1 more
$9.0B Reported Value Total

O'SHAUGHNESSY ASSET MANAGEMENT, LLC reports 4,197 total accounts under management (AUM). There are 4,197 discretionary accounts valued at $7,983,580,249, and 0 non-discretionary accounts.

Source: Form ADV filed * Note that certain holdings are exempt from Form 13-F reporting, so the AUM totals may be greater than the Form 13-F total.
SEC Registered Discretionary Manager
Firm Brochure (Part 2A) Client Relationship Summary (Form CRS)
Private funds (Form ADV)
3 funds · $88.9M gross asset value
Venture Capital Fund: $80.5M · Hedge Fund: $8.4M · Other: $0
Source: Form ADV filed 2025-12-16
Reported value
$9.0B
Quarter over quarter
+10.0%
Holdings
1,873
Top-10 concentration
16.7%

Filing Structure

Reports holdings for

Holdings reported by

Key People

Form ADV owners & control persons
James Patrick O'Shaughnessy
MANAGING MEMBER
Raymond Nmn Amoroso III
CHIEF COMPLIANCE OFFICER/PRINCIPAL
Scott Michael Bartone
CHIEF PRODUCT OFFICER/CO-HEAD OF INVESTMENT MANAGEMENT/PORTFOLIO MANAGER/PRINCIPAL
Q4 2023
Q2 2024
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Coverage begins with the second quarter of 2013. Earlier quarters are not shown while their accuracy is being verified.

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Q1 2024 13F filing summary

Period of report March 31, 2024
Filed May 13, 2024
Form 13F-HR
Reported value $9.0B
Positions 1,873
Change in reported value +19.7%
New positions 210
Exited positions 81
Position turnover 14.9%
Top-10 concentration 16.7%

13F filings by quarter

Quarter Positions Value
Q2 2026 13F
Filed Aug 13, 2026
 2,587 $21.7B
Q1 2026 13F
Filed May 13, 2026
 2,624 $20.1B
Q4 2025 13F
Filed Feb 11, 2026
 2,634 $18.1B
Q3 2025 13F
Filed Nov 13, 2025
 2,552 $17.0B
Q2 2025 13F
Filed Aug 12, 2025
 2,376 $14.7B
Q1 2025 13F
Filed May 13, 2025
 2,300 $12.5B
Q4 2024 13F
Filed Feb 12, 2025
 2,193 $11.8B
Q3 2024 13F
Filed Nov 12, 2024
 2,113 $11.2B
Q2 2024 13F
Filed Aug 14, 2024
 1,960 $9.7B
Q1 2024 13F
Filed May 13, 2024
 1,873 $9.0B
Q4 2023 13F
Filed Feb 9, 2024
 1,729 $7.5B
Q3 2023 13F
Filed Nov 13, 2023
 1,613 $6.7B
Q2 2023 13F
Filed Aug 11, 2023
 1,493 $6.7B
Q1 2023 13F
Filed May 12, 2023
 1,471 $6.4B
Q4 2022 13F
Filed Feb 10, 2023
 1,386 $6.1B
Q3 2022 13F
Filed Nov 14, 2022
 1,325 $5.3B
Q2 2022 13F
Filed Aug 11, 2022
 1,241 $5.4B
Q1 2022 13F
Filed May 13, 2022
 1,261 $6.0B
Q4 2021 13F
Filed Feb 11, 2022
 1,250 $5.6B
Q3 2021 13F
Filed Nov 10, 2021
 2,526 $4.9B

33 earlier quarters on file — choose one from the quarter menu above.

Top 20 holdings · Q1 2024

# Holding Reported value % of portfolio
1 MSFT MICROSOFT CORP $282.7M 3.13%
2 BRK-A BERKSHIRE HATHAWAY INC DEL $253.8M 2.81%
3 AAPL APPLE INC $198.0M 2.19%
4 NVDA NVIDIA CORPORATION $163.8M 1.81%
5 AMZN AMAZON COM INC $116.2M 1.29%
6 AGG ISHARES TR $114.2M 1.26%
7 BLDR BUILDERS FIRSTSOURCE INC $103.2M 1.14%
8 MPC MARATHON PETE CORP $102.7M 1.14%
9 JPM JPMORGAN CHASE & CO $85.6M 0.95%
10 MO ALTRIA GROUP INC $84.3M 0.93%
11 LLY ELI LILLY & CO $79.4M 0.88%
12 CMCSA COMCAST CORP NEW $78.2M 0.87%
13 GOOGL ALPHABET INC $77.7M 0.86%
14 META META PLATFORMS INC $76.5M 0.85%
15 HIG HARTFORD FINL SVCS GROUP INC $75.7M 0.84%
16 VLO VALERO ENERGY CORP $71.4M 0.79%
17 STIP ISHARES TR $71.2M 0.79%
18 BRK-B BERKSHIRE HATHAWAY INC DEL $71.0M 0.79%
19 STLD STEEL DYNAMICS INC $70.8M 0.78%
20 V VISA INC $66.2M 0.73%

Values as reported on the Q1 2024 Form 13F. Every position is in the holdings table below.

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