O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q1 2026 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2026
Date filed
5/13/2026
Form type
13F-HR
Num holdings
2,651
Total value ($000)
$20,123,086
Net value change ($000)
+2,004,333 (11.1%)
New positions
198
Sold out positions
209
Turnover %
1.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/11/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q4 2025
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
AAPL 226,581 33.5%
NVDA 120,716 17.2%
XOM 110,492 101.2%
SPY 78,753 211.2%
COST 49,861 68.4%
JNJ 40,596 31.6%
WMT 40,385 26.5%
CVX 37,401 47.6%
GOOGL 37,166 10.9%
GOOGL 34,366 14.2%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -87,031 -15.2%
IWD -38,065 -65.8%
MDT -36,218 -41.3%
AZN -30,464 -100.0%
WFC -29,081 -22.5%
RY -27,721 -55.7%
TD -26,446 -72.8%
EXPE -25,649 -34.1%
TWLO -24,713 -48.3%
FOXA -24,304 -58.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 192,407 (1.0% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type