O'SHAUGHNESSY ASSET MANAGEMENT, LLC

Q3 2026 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2026
Date filed
11/12/2026
Form type
13F-HR
Num holdings
2,744
Total value ($000)
$23,551,339
Net value change ($000)
+1,857,837 (8.6%)
New positions
261
Sold out positions
149
Turnover %
2.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/13/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q2 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 336,487 29.0%
MSFT 295,136 67.0%
XOM 195,259 NEW
NVDA 76,496 9.3%
AMZN 75,419 19.6%
V 59,468 37.9%
CRM 52,642 284.4%
LLY 52,261 25.2%
MA 51,190 61.6%
KR 43,206 75.1%
Top Reduces (Value $000, Stocks/ETFs)
XOM -164,435 -100.0%
WDC -84,094 -59.1%
MU -70,539 -27.1%
GOOGL -63,863 -15.7%
LRCX -63,672 -49.4%
STX -59,583 -48.5%
JBL -54,365 -58.7%
KLAC -53,714 -49.0%
CAT -51,859 -39.2%
AMAT -51,277 -47.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 239,490 (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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type