O'SHAUGHNESSY ASSET MANAGEMENT, LLC
SEC Form 13F institutional filer · CIK 0001423442
13F-HR · 522 reported holdings · 2026-03-31
O'Shaughnessy Asset Management, LLC is an asset manager.
Reported long-US-equity value
$15.81B
Top-10 concentration
27.9%
O'SHAUGHNESSY ASSET MANAGEMENT, LLC — $15.8B AUM allocation strategy
O'SHAUGHNESSY ASSET MANAGEMENT, LLC files SEC Form 13F and reports $15.8B of long US equity value across 522 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 15.9%, followed by Communication Services 5.6% and Consumer Discretionary 3.5%.
The top 10 holdings account for 28% of reported value — a broadly spread portfolio. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
O'SHAUGHNESSY ASSET MANAGEMENT, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$15.8B
total across 522 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
28% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$AAPL +1.07M sh · +$227M+$KHC +958K sh · +$18.1M+$NVDA +953K sh · +$121M
Biggest trims (shares)
−$MDT −319K sh · −$36.2M−$FOX −274K sh · −$24.3M−$FIS −208K sh · −$20.1M
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Semiconductors7.1%—
- Technology Hardware, Storage & Peripherals5.7%—
- Interactive Media & Services5.6%—
- Systems Software3.1%—
- Broadline Retail2.3%—
- Pharmaceuticals2.2%—
- Consumer Staples Merchandise Retail2.0%—
- Integrated Oil & Gas1.4%—
- Other holdings70.6%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
9 of 9 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $AAPL | Apple Inc | 3.56M | $904M | +1.07M | 5.7% |
| $NVDA | NVIDIA Corporation | 4.71M | $821M | +953K | 5.2% |
| $MSFT | Microsoft Corporation | 1.32M | $487M | +129K | 3.1% |
| $GOOG | Alphabet Inc. Class C Capital Stock | 1.32M | $378M | +226K | 2.4% |
| $AMZN | Amazon.com Inc | 1.74M | $362M | +246K | 2.3% |
| $AVGO | Broadcom Inc | 978K | $303M | +158K | 1.9% |
| $GOOGL | Alphabet Inc | 963K | $276M | +192K | 1.7% |
| $META | Meta Platforms Inc | 410K | $235M | +90.5K | 1.5% |
| $XOM | ExxonMobil Holdings Corporation | 1.29M | $220M | +388K | 1.4% |
…and 513 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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