Fund HoldingsO'SHAUGHNESSY ASSET MANAGEMENT, LLC

Total Portfolio Value
$9.03B
Total Bought
$1.88B
Total Sold
$522.66M
Net Transaction
+$1.36B
Filing Period:
Securities
SharesValue ($K)
Q4 2023
Q1 2024
Change
Q4 2023
Q1 2024
Weight (%)
Change
NVIDIA CORPORATION(NVDA)154,963181,321+26,35876,741163,8351.81%+87,094
MICROSOFT CORP(MSFT)582,065671,978+89,913218,880282,7143.13%+63,835
ISHARES TR695,1141,165,874+470,76068,990114,1861.26%+45,196
AMAZON COM INC(AMZN)510,848644,319+133,47177,618116,2221.29%+38,604
BERKSHIRE HATHAWAY INC DEL4004000217,050253,7762.81%+36,726
STEEL DYNAMICS INC(STLD)333,567477,446+143,87939,39470,7720.78%+31,378
META PLATFORMS INC(META)131,091157,475+26,38446,40176,4670.85%+30,066
MARATHON PETE CORP(MPC)0509,555+509,5550102,6751.14%+102,675
JOHNSON & JOHNSON(JNJ)0406,005+406,005064,2260.71%+64,226
HARTFORD FINL SVCS GROUP INC(HIG)628,455734,449+105,99450,51575,6850.84%+25,170
GODADDY INC(GDDY)51,323255,622+204,2995,44830,3370.34%+24,889
ISHARES TR0249,633+249,633027,1900.30%+27,190
VALERO ENERGY CORP(VLO)0418,435+418,435071,4230.79%+71,423
ELI LILLY & CO(LLY)0102,112+102,112079,4390.88%+79,439
JPMORGAN CHASE & CO(JPM)373,443427,401+53,95863,52385,6080.95%+22,086
GENERAL MLS INC(GIS)0340,802+340,802023,8460.26%+23,846
WELLS FARGO CO NEW(WFC)477,397744,441+267,04423,49743,1480.48%+19,650
BUILDERS FIRSTSOURCE INC(BLDR)507,016494,868-12,14884,641103,2051.14%+18,563
VERIZON COMMUNICATIONS INC(VZ)1,245,5421,551,335+305,79346,95765,0940.72%+18,137
BROADCOM INC(AVGO)43,46349,315+5,85248,51665,3630.72%+16,848
TAIWAN SEMICONDUCTOR MFG LTD(TSM)248,969313,104+64,13525,89342,5980.47%+16,705
BERKSHIRE HATHAWAY INC DEL0168,924+168,924071,0360.79%+71,036
ALTRIA GROUP INC(MO)01,932,005+1,932,005084,2740.93%+84,274
VERISK ANALYTICS INC(VRSK)179,772244,316+64,54442,94057,5930.64%+14,652
WALMART INC(WMT)0769,131+769,131046,2790.51%+46,279
EXXON MOBIL CORP0362,660+362,660042,1560.47%+42,156
LOCKHEED MARTIN CORP(LMT)87,698117,944+30,24639,74853,6490.59%+13,901
ALPHABET INC(GOOG)319,247383,866+64,61944,99158,4470.65%+13,456
HOME DEPOT INC(HD)111,807133,819+22,01238,74751,3330.57%+12,586
ALPHABET INC(GOOG)468,163515,122+46,95965,39877,7470.86%+12,350
VISA INC(V)207,152237,344+30,19253,93266,2380.73%+12,306
ISHARES TR
0-5 YR TIPS ETF
598,798716,221+117,42359,03571,2140.79%+12,178
NETAPP INC(NTAP)0134,037+134,037014,0700.16%+14,070
EBAY INC.(EBAY)0444,120+444,120023,4410.26%+23,441
ISHARES TR0157,532+157,532014,9120.17%+14,912
GOLDMAN SACHS GROUP INC(GS)45,92268,949+23,02717,71528,7990.32%+11,084
AMCOR PLC(AMCR)490,4011,648,279+1,157,8784,72715,6750.17%+10,948
AFLAC INC(AFL)311,391426,109+114,71825,69036,5860.41%+10,896
COSTCO WHSL CORP NEW(COST)49,35659,230+9,87432,57943,3940.48%+10,815
RTX CORPORATION(RTX)77,434175,682+98,2486,51517,1340.19%+10,619
MASTERCARD INCORPORATED(MA)68,69082,375+13,68529,29739,6690.44%+10,373
BOOKING HOLDINGS INC(BKNG)14,83817,345+2,50752,63462,9250.70%+10,292
BRISTOL-MYERS SQUIBB CO(BMY)208,201384,439+176,23810,68320,8480.23%+10,165
NETFLIX INC(NFLX)31,68241,729+10,04715,42525,3440.28%+9,918
SALESFORCE INC(CRM)68,42192,573+24,15218,00427,8810.31%+9,877
EXPEDITORS INTL WASH INC(EXPD)287,871382,058+94,18736,61746,4470.51%+9,830
ORACLE CORP(ORCL)0274,734+274,734034,5090.38%+34,509
PROCTER AND GAMBLE CO(PG)0335,463+335,463054,4290.60%+54,429
MERCK & CO INC(MRK)0279,312+279,312036,8550.41%+36,855
COMCAST CORP NEW(CCZ)01,803,857+1,803,857078,1970.87%+78,197
SUPER MICRO COMPUTER INC(SMCI)013,135+13,135013,2670.15%+13,267
WASTE MGMT INC DEL(WM)0102,125+102,125021,7680.24%+21,768
DISNEY WALT CO(DIS)75,561130,008+54,4476,82215,9080.18%+9,085
ABBVIE INC(ABBV)0166,726+166,726030,3610.34%+30,361
LOWES COS INC(LOW)0217,860+217,860055,4950.61%+55,495
NOVO-NORDISK A S(NVO)211,321238,151+26,83021,86130,5790.34%+8,717
T-MOBILE US INC(TMUS)130,964180,717+49,75320,99729,4970.33%+8,499
GENERAL ELECTRIC CO(GE)121,504134,826+13,32215,50823,6660.26%+8,158
BEST BUY INC(BBY)458,084531,164+73,08035,85943,5710.48%+7,713
BANK AMERICA CORP750,297867,943+117,64625,26332,9120.36%+7,650
ISHARES TR
0-5YR HI YL CP
0196,341+196,34108,3540.09%+8,354
PULTE GROUP INC(PHM)359,014369,175+10,16137,05744,5300.49%+7,472
QUALCOMM INC(QCOM)57,89593,476+35,5818,37315,8260.18%+7,452
ADVANCED MICRO DEVICES INC(AMD)108,226128,813+20,58715,95423,2500.26%+7,296
EATON CORP PLC(ETN)055,948+55,948017,4940.19%+17,494
CITIGROUP INC(C)252,276311,732+59,45612,97719,7140.22%+6,737
ASML HOLDING N V
N Y REGISTRY SHS
16,53819,754+3,21612,51819,1710.21%+6,653
KROGER CO(KR)0302,444+302,444017,2790.19%+17,279
CONOCOPHILLIPS(COP)0307,994+307,994039,2010.43%+39,201
CITIZENS FINL GROUP INC(CFG)0210,648+210,64807,6440.08%+7,644
CHEVRON CORP NEW(CVX)0161,351+161,351025,4510.28%+25,451
PRUDENTIAL FINL INC(PFH)091,700+91,700010,7660.12%+10,766
OWENS CORNING NEW(OC)91,106116,173+25,06713,50519,3780.21%+5,873
EMCOR GROUP INC(EME)041,065+41,065014,3810.16%+14,381
SYNCHRONY FINANCIAL(SYF)1,052,9121,066,992+14,08040,21146,0090.51%+5,798
PARKER-HANNIFIN CORP(PH)24,38030,560+6,18011,23216,9850.19%+5,753
CELESTICA INC(CLS)0390,086+390,086017,5310.19%+17,531
MANULIFE FINL CORP(MFC)1,085,9071,178,081+92,17423,99829,4380.33%+5,440
TOYOTA MOTOR CORP(TM)049,854+49,854012,5470.14%+12,547
ISHARES TR
MSCI USA QLT FCT
039,322+39,32206,4630.07%+6,463
PHILLIPS 66(PSX)071,072+71,072011,6090.13%+11,609
APPLOVIN CORP(APP)080,333+80,33305,5610.06%+5,561
APPLIED MATLS INC071,659+71,659014,7780.16%+14,778
LLOYDS BANKING GROUP PLC(LYG)02,833,546+2,833,54607,3390.08%+7,339
BANK NEW YORK MELLON CORP419,484463,640+44,15621,83426,7150.30%+4,881
SERVICENOW INC(NOW)13,01618,427+5,4119,19614,0490.16%+4,853
CANADIAN NAT RES LTD(CNQ)0419,681+419,681032,0290.35%+32,029
AMERICAN EXPRESS CO(AXP)054,318+54,318012,3680.14%+12,368
TRAVELERS COMPANIES INC(TRV)81,58987,932+6,34315,54220,2370.22%+4,695
SAP SE(SAP)56,47766,923+10,4468,73113,0520.14%+4,321
COCA COLA CO(KO)0384,150+384,150023,5020.26%+23,502
EXPEDIA GROUP INC(EXPE)111,638153,474+41,83616,94621,1410.23%+4,196
BLACKROCK INC(BLK)016,494+16,494013,7510.15%+13,751
ACCENTURE PLC IRELAND
SHS CLASS A
76,88789,758+12,87126,98031,1110.34%+4,131
REGIONS FINANCIAL CORP NEW(RF)0425,257+425,25708,9470.10%+8,947
ABBOTT LABS114,877146,882+32,00512,64516,6950.18%+4,050
CHUBB LIMITED
COM
056,373+56,373014,6080.16%+14,608
UBER TECHNOLOGIES INC(UBER)131,481157,369+25,8888,09512,1160.13%+4,021
MONDELEZ INTL INC(MDLZ)0241,207+241,207016,8840.19%+16,884
LAM RESEARCH CORP(LRCX)012,058+12,058011,7150.13%+11,715
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