O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q2 2026 13F-HR Detailed Holdings

Location
Stamford, CT
Holdings as of
6/30/2026
Date filed
8/13/2026
Form type
13F-HR
Num holdings
2,929
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)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/13/2026 Next filing: — SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 Discretion Other Manager Sole Shared None