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O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Institutional InvestorSimilar funds →SEC EDGAR: CIK 1423442
Institutional-grade research for retail investors

Sector Allocation

  • Technology32.0%$6.9B
  • Financials15.9%$3.4B
  • Other10.5%$2.2B
  • Industrials8.5%$1.8B
  • Consumer Discretionary8.0%$1.7B
  • Healthcare7.4%$1.6B
  • Consumer Staples5.7%$1.2B
  • Energy4.3%$924.6M
  • Materials2.9%$624.4M
  • Communication Services2.1%$458.2M

AUM History

13fpro.ai/research/fund/o-shaughnessy-asset-management-llc-1423442

Conviction and streaks

Stable · top 10 = 21.3%

From the fund's last 12 quarters of 13F filings: positions held longest at size, and names it added to or trimmed several quarters running.

AAPL$AAPLConviction hold5.4% weight · held 10 quartersNVDA$NVDAConviction hold3.8% weight · held 10 quartersMSFT$MSFTConviction hold2.0% weight · held 10 quartersGOOG$GOOGConviction hold1.9% weight · held 10 quartersAMZN$AMZNConviction hold1.8% weight · held 10 quartersAAPL$AAPLAccumulating+247% shares · 9 quarters running$Accumulating+123% shares · 9 quarters runningBAC$BACAccumulating+159% shares · 9 quarters running$Accumulating+70% shares · 9 quarters runningTRV$TRVAccumulating+96% shares · 9 quarters runningFICO$FICOTrimming-39% shares · 9 quarters runningBLDR$BLDRTrimming-90% shares · 9 quarters runningSKT$SKTTrimming-47% shares · 9 quarters runningLMB$LMBTrimming-69% shares · 9 quarters runningUVV$UVVTrimming-88% shares · 9 quarters running

Largest positions — Q2 2026

Top 20 stock positions. Options are left out: 13F reports them at the underlying's value.

13fpro.ai/research/fund/o-shaughnessy-asset-management-llc-1423442

O'SHAUGHNESSY ASSET MANAGEMENT, LLC 13F holdings — Q2 2026

$21.7B portfolio (+7.8% QoQ) · 2,618 holdings · Q2 2026 13F · top 10 are 21% of the stock portfolio

Includes $231.8M of put/call options ($231.8M puts, $0 calls), which 13F rules report at the value of the underlying shares, not the premium at risk. Stocks alone: $21.5B. Weights use the stock portfolio.

All holdings — O'SHAUGHNESSY ASSET MANAGEMENT, LLC (Q2 2026)

2,618 disclosed positions from the Form 13F-HR on SEC EDGAR, with quarter-over-quarter share changes. Largest by value first; the ten above are not repeated. The page lists up to 1,000; every position is in the Excel export.

Company
LLY$LLYELI LILLY & Co$207.5M-8%
TSM$TSMTAIWAN SEMICONDUCTOR MANUFACTURING CO LTDadr$190.6M-2%
TSLA$TSLATesla, Inc.$181.6M-14%
META$METAMeta Platforms, Inc.$180.2M-22%
WMT$WMTWalmart Inc.$169.3M-4%
XOM.R34088$XOM.R34088EXXON MOBIL CORP$164.4M-7%
MO$MOALTRIA GROUP, INC.$163.1M+2%
JNJ$JNJJOHNSON & JOHNSON$162.6M-7%
V$VVISA INC.$156.7M-4%
BRK.B$BRK.BBERKSHIRE HATHAWAY INC$152.6M-4%
SPY$SPYPUTSPDR S&P 500 ETF TRUST$146.0M+2%
AMD$AMDADVANCED MICRO DEVICES INC$143.2M-7%
C$CCITIGROUP INC$142.8M+6%
WDC$WDCWESTERN DIGITAL CORP$142.3M+5%
SPY$SPYSPDR S&P 500 ETF TRUSTetf/fund$135.0M+1%

What changed in Q2 2026

Against the previous quarter's 13F: 212 new, 929 added to, 1,294 trimmed, 228 sold out. Share-count changes; largest moves by dollar size first.

New positions (212)

  • HONA$HONAHoneywell Aerospace Inc.$11.9M

    first bought this quarter

  • RIG$RIGTransocean Ltd.$4.8M

    first bought this quarter

  • FDXF$FDXFFedEx Freight Holding Company, Inc.$4.4M

    first bought this quarter

  • GSBC$GSBCGREAT SOUTHERN BANCORP, INC.$3.2M

    first bought this quarter

  • MU$MUPUTMICRON TECHNOLOGY INC$2.9M

    first bought this quarter

  • LEU$LEUCENTRUS ENERGY CORP$2.8M

    first bought this quarter

+206 more in the Excel export

Added to (929)

  • AAPL$AAPLApple Inc.+13%

    now $1.2B · held 10+ qtrs, 9 adds in a row

  • KLAC$KLACKLA CORP+836%

    now $109.7M · held 10+ qtrs

  • BKNG$BKNGBooking Holdings Inc.+2547%

    now $37.1M · held 10+ qtrs

  • KR$KRKROGER CO+70%

    now $57.5M · held 10+ qtrs, 2 adds in a row

  • VANGUARD INDEX FDS - GROWTH ETF+447%

    now $27.5M

  • DHI$DHIHORTON D R INC /DE/+27%

    now $93.3M · held 10+ qtrs, 6 adds in a row

+923 more in the Excel export

Trimmed (1,294)

  • NVDA$NVDANVIDIA CORP-13%

    now $821.4M · held 10+ qtrs

  • GOOGL$GOOGLAlphabet Inc.-13%

    now $407.3M · held 10+ qtrs

  • AVGO$AVGOBroadcom Inc.-15%

    now $315.4M · held 10+ qtrs

  • META$METAMeta Platforms, Inc.-22%

    now $180.2M · held 10+ qtrs

  • MSFT$MSFTMICROSOFT CORP-10%

    now $440.5M · held 10+ qtrs

  • MDT$MDTMedtronic plc-77%

    now $10.7M

+1,288 more in the Excel export

Sold out (228)

  • CCL$CCLCarnival Corp Ltd.was $4.7M

    held 9+ qtrs

  • CFFN$CFFNCapitol Federal Financial, Inc.was $3.1M

    held 6 qtrs

  • NFBK$NFBKNorthfield Bancorp, Inc.was $3.0M

    held 4 qtrs

  • SNCY$SNCYSun Country Airlines Holdings, LLCwas $2.2M
  • CTRA$CTRACoterra Energy Inc.was $2.1M
  • CSGS$CSGSCSG SYSTEMS INTERNATIONAL INCwas $2.0M

+222 more in the Excel export

Firm AUM (Form ADV): $19.8B as of 2025-09-30 · SEC IAPD

Share

Holdings by quarter

Every 13F O'SHAUGHNESSY ASSET MANAGEMENT, LLC has filed, 41 earlier quarters. Pick one to see what it held then.

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Is it too late to follow O'SHAUGHNESSY ASSET MANAGEMENT?

Q2 2026 13F filed with the SEC on Aug 13, 2026. Prices are closing prices as of Oct 28, 2026.

Average quality of O'SHAUGHNESSY ASSET MANAGEMENT's top 20 holdings: 77/100 (our AI quality score, weighted by position size; 19 of the 20 are scored)

Top 10 since filing

+0.8%

Value-weighted move of the 10 largest stock positions

Turnover

6%

Last quarter; 19% over the last 4

Top 10 weight

21%

Share of the stock portfolio in its 10 largest positions

Held 4+ quarters

99%

Share of portfolio value in positions held a year or more

Highest-quality names it owns(among its 100 largest positions)

The 8 highest-scoring companies in this portfolio are a Pro feature.

How these are measured
  • Moves since the quarter-end and since the filing date use our own daily closing prices, from the close on (or just before) each date to the latest close.
  • Turnover is the lesser of shares bought or sold in a quarter, valued at the quarter-end prices in the 13F, divided by the average of the two quarters' stock portfolio values.
  • Quarters held and add/trim streaks count back only through quarters whose filed holdings add up to the filing's own cover-page total (back to Q1 2024 for this fund). A change counts as an add or a trim when the split-adjusted share count moves by more than 1%.
  • Estimate, not the fund's reported cost. For each quarter in the current holding period in which the fund's share count rose (split-adjusted), we take that quarter's average daily close and weight it by the shares added; sales do not change an average cost. Quarters where the stock's price history and the 13F's own implied price disagree by more than 2x are left out.
  • Put and call option rows report the value of the underlying shares, not a position the fund paid for, so they are left out of all of the above.

Portfolio Overview

O'SHAUGHNESSY ASSET MANAGEMENT, LLC disclosed 2,618 positions worth $21.7B in its Form 13F-HR for Q2 2026 — $21.5B in common stock plus $231.8M of put/call option positions (reported at underlying notional value, not premium at risk), led by $AAPL (Apple Inc.) at 5.4% of the equity portfolio, followed by $NVDA and $MSFT. During the quarter the fund opened 212 new positions and exited 228 — including a new stake in $HONA and a full exit from $CCL. The portfolio is most concentrated in Technology (32.0% of disclosed assets). All figures are sourced directly from O'SHAUGHNESSY ASSET MANAGEMENT, LLC’s Form 13F-HR filing with the SEC under CIK 1423442.

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AI-Powered Hedge Fund Analysis: O'SHAUGHNESSY ASSET MANAGEMENT, LLC

13F Pro is an AI hedge fund tracker and stock research platform. For O'SHAUGHNESSY ASSET MANAGEMENT, LLC (SEC CIK: 1423442), the platform ingests every quarterly Form 13F filing and applies AI-powered analysis on top — 10 specialized AI analysts (value, growth, momentum, macro, activist, and more) debate the fund's top positions and publish AI-generated analysis with cited SEC sources.

Every holding in O'SHAUGHNESSY ASSET MANAGEMENT, LLC's portfolio is scored on an AI quality ranking built from its SEC filings (ROIC, FCF margin, revenue growth, institutional flow, earnings quality, shareholder dilution, and more). Track accumulation and distribution quarter over quarter, identify conviction positions, and see AI stock analysis for each position — alongside 8,700+ other institutional filers and 2,800+ AI-ranked companies.