O'SHAUGHNESSY ASSET MANAGEMENT, LLC
Long book
$19.93B
Q1 2026
Positions
2624
Top-10 weight
21%
concentration
Last quarter
+12.4%
SPY +14.8%
Turnover
14%
of book per quarter
Strategy in plain words
auto-generated from filingsO'SHAUGHNESSY ASSET MANAGEMENT, LLC is a mechanically diversified allocator, running a $19.93B US long book across 2624 positions.
The portfolio is broadly diversified across 2624 positions (top 10 only 21%). Turnover is modest: positions are typically held for years. Current anchor positions: APPLE INC, NVIDIA CORP, MICROSOFT CORP, ALPHABET INC-CL A, AMAZON.COM INC.
Over the last 9 quarters its long book ran on average 0.2pp per quarter behind the S&P 500, beating the index in 4 of 9 quarters. Its holdings are mechanical (indexing / client flows), so position changes carry no stock-picking signal.
Implied long-book return vs S&P 500
methodology: positions priced quarterly, no shorts/options Fund long book S&P 500
Q1 2024
+1.0%
Q2 2024
+7.4%
Q3 2024
+1.1%
Q4 2024
-1.2%
Q1 2025
+8.8%
Q2 2025
+7.4%
Q3 2025
+2.7%
Q4 2025
-1.0%
Q1 2026
+12.4%
Sector allocation
Technology 30%
Financials 15%
Industrials 13%
Consumer discretionary 9%
Healthcare 9%
Energy 5%
Services media 5%
Other 4%
Long book by quarter
What does O'SHAUGHNESSY ASSET own?
Q1 2026 13F| Company | Sector | Shares | Value | % of book | Change |
|---|---|---|---|---|---|
| AAPL APPLE INC | Technology | 3.6M | $903.8M | 4.5% | +43.0% |
| NVDA NVIDIA CORP | Technology | 4.7M | $821.0M | 4.1% | +25.4% |
| MSFT MICROSOFT CORP | Technology | 1.3M | $486.8M | 2.4% | +10.8% |
| GOOGL ALPHABET INC-CL A | Technology | 1.3M | $378.3M | 1.9% | +20.7% |
| AMZN AMAZON.COM INC | Consumer discretionary | 1.7M | $362.1M | 1.8% | +16.4% |
| AVGO BROADCOM INC | Technology | 978.2K | $302.8M | 1.5% | +19.2% |
| GOOG ALPHABET INC-CL C | Technology | 962.6K | $276.1M | 1.4% | +24.9% |
| META META PLATFORMS INC-CLASS A | Technology | 410.4K | $234.8M | 1.2% | +28.3% |
| XOM EXXON MOBIL CORP | Energy | 1.3M | $219.7M | 1.1% | +42.7% |
| JPM JPMORGAN CHASE & CO | Financials | 732.0K | $215.3M | 1.1% | +7.8% |
| WMT WALMART INC | Consumer discretionary | 1.6M | $193.0M | 1.0% | +13.4% |
| TSLA TESLA INC | Industrials | 502.2K | $186.7M | 0.9% | +23.9% |
| LLY ELI LILLY & CO | Healthcare | 187.5K | $172.5M | 0.9% | +34.3% |
| JNJ JOHNSON & JOHNSON | Healthcare | 691.0K | $168.9M | 0.8% | +11.5% |
| BRK/B BERKSHIRE HATHAWAY INC-CL B | Financials | 317.4K | $152.1M | 0.8% | +7.2% |
| MO ALTRIA GROUP INC | Consumer staples | 2.2M | $146.4M | 0.7% | +7.7% |
| V VISA INC-CLASS A SHARES | Services media | 477.9K | $144.4M | 0.7% | +15.3% |
| HCA HCA HEALTHCARE INC | Healthcare | 277.8K | $131.5M | 0.7% | +10.4% |
| COST COSTCO WHOLESALE CORP | Consumer discretionary | 123.2K | $122.7M | 0.6% | +45.8% |
| TPR TAPESTRY INC | Other | 861.9K | $121.6M | 0.6% | -0.5% |
| CVX CHEVRON CORP | Energy | 560.4K | $115.9M | 0.6% | +8.7% |
| C CITIGROUP INC | Financials | 965.4K | $109.5M | 0.5% | +20.2% |
| SYF SYNCHRONY FINANCIAL | Financials | 1.5M | $102.1M | 0.5% | +5.8% |
| WFC WELLS FARGO & CO | Financials | 1.3M | $100.2M | 0.5% | -9.3% |
| EBAY EBAY INC | Services media | 1.1M | $100.0M | 0.5% | +20.6% |
| BAC BANK OF AMERICA CORP | Financials | 2.0M | $99.1M | 0.5% | +2.8% |
| GM GENERAL MOTORS CO | Industrials | 1.3M | $98.2M | 0.5% | -5.4% |
| CAT CATERPILLAR INC | Industrials | 137.5K | $97.4M | 0.5% | -26.1% |
| VZ VERIZON COMMUNICATIONS INC | Communications | 1.9M | $96.0M | 0.5% | +17.2% |
| MA MASTERCARD INC - A | Services media | 184.9K | $92.4M | 0.5% | +10.8% |
| NFLX NETFLIX INC | Services media | 953.3K | $91.7M | 0.5% | +16.5% |
| GILD GILEAD SCIENCES INC | Healthcare | 645.2K | $89.9M | 0.5% | +6.3% |
| CSCO CISCO SYSTEMS INC | Technology | 1.1M | $88.1M | 0.4% | +1.8% |
| ABBV ABBVIE INC | Healthcare | 398.7K | $86.7M | 0.4% | +17.5% |
| HD HOME DEPOT INC | Consumer discretionary | 259.0K | $85.2M | 0.4% | +23.0% |
| PFE PFIZER INC | Healthcare | 2.9M | $80.9M | 0.4% | +9.9% |
| CMCSA COMCAST CORP-CLASS A | Communications | 2.8M | $80.2M | 0.4% | +39.2% |
| JBL JABIL INC | Technology | 284.2K | $75.5M | 0.4% | -12.5% |
| RTX RTX CORP | Industrials | 387.9K | $74.8M | 0.4% | -20.3% |
| MU MICRON TECHNOLOGY INC | Technology | 219.6K | $74.2M | 0.4% | +32.5% |
| GS GOLDMAN SACHS GROUP INC | Financials | 85.9K | $72.6M | 0.4% | +3.4% |
| MRK MERCK & CO. INC. | Healthcare | 596.5K | $71.7M | 0.4% | +27.1% |
| MET METLIFE INC | Financials | 1.0M | $71.7M | 0.4% | -7.6% |
| KO COCA-COLA CO/THE | Consumer staples | 927.9K | $70.6M | 0.4% | +22.1% |
| PM PHILIP MORRIS INTERNATIONAL | Consumer staples | 413.5K | $68.4M | 0.3% | +12.7% |
| MPC MARATHON PETROLEUM CORP | Energy | 277.0K | $67.6M | 0.3% | +0.2% |
| LRCX LAM RESEARCH CORP | Industrials | 313.6K | $67.0M | 0.3% | +39.0% |
| EOG EOG RESOURCES INC | Energy | 457.7K | $66.2M | 0.3% | +5.5% |
| KHC KRAFT HEINZ CO/THE | Consumer staples | 2.9M | $65.8M | 0.3% | +48.7% |
| PG PROCTER & GAMBLE CO/THE | Other | 445.9K | $64.4M | 0.3% | +26.5% |
13F filing history
| Period | Form | Filed | Entries | Reported value | Flags | Source |
|---|---|---|---|---|---|---|
| Q1 2026 | 13F-HR | May 13, 2026 | 2776 | $20.12B | canonical | SEC ↗ |
| Q4 2025 | 13F-HR | Feb 11, 2026 | 2747 | $18.12B | canonical | SEC ↗ |
| Q3 2025 | 13F-HR | Nov 13, 2025 | 2658 | $17.03B | canonical | SEC ↗ |
| Q2 2025 | 13F-HR | Aug 12, 2025 | 2479 | $14.67B | canonical | SEC ↗ |
| Q1 2025 | 13F-HR | May 13, 2025 | 2406 | $12.45B | canonical | SEC ↗ |
| Q4 2024 | 13F-HR | Feb 12, 2025 | 2300 | $11.79B | canonical | SEC ↗ |
| Q3 2024 | 13F-HR | Nov 12, 2024 | 2215 | $11.21B | canonical | SEC ↗ |
| Q2 2024 | 13F-HR | Aug 14, 2024 | 2060 | $9.68B | canonical | SEC ↗ |
| Q1 2024 | 13F-HR | May 13, 2024 | 1995 | $9.03B | canonical | SEC ↗ |
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