O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q2 2026 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2026
Date filed
8/13/2026
Form type
13F-HR
Num holdings
2,618
Total value ($000)
$21,693,502
Net value change ($000)
+1,570,416 (7.8%)
New positions
211
Sold out positions
246
Turnover %
1.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/13/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2026
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 256,982 28.4%
MU 186,200 251.0%
AMD 89,029 164.4%
WDC 84,938 148.2%
STX 69,423 130.2%
LRCX 61,887 92.4%
INTC 53,385 223.3%
KLAC 52,497 91.8%
TSM 52,279 37.8%
AMAT 50,199 85.7%
Top Reduces (Value $000, Stocks/ETFs)
XOM -55,239 -25.1%
META -54,655 -23.3%
MSFT -46,363 -9.5%
MDT -40,821 -79.2%
CVX -38,627 -33.3%
NFLX -38,456 -42.0%
PFE -29,447 -36.4%
HON -28,711 -100.0%
HCA -28,615 -21.8%
COST -23,800 -19.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 231,770 (1.1% 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