O SHAUGHNESSY ASSET MANAGEMENT LLC
Q2 2026 Form 13-F

STAMFORD, CONNECTICUT
CIK 0001423442 · CRD 144594 · SEC-registered investment adviser
Holdings reported by Lee Financial Co since Q3 2021 , BWM Planning LLC since Q1 2025 , Nvest Wealth Strategies Inc since Q1 2026 and 1 more
$21.7B Reported Value Total

O'SHAUGHNESSY ASSET MANAGEMENT, LLC reports 11,156 total accounts under management (AUM). There are 11,156 discretionary accounts valued at $19,782,138,121, and 0 non-discretionary accounts.

Source: Form ADV filed * Note that certain holdings are exempt from Form 13-F reporting, so the AUM totals may be greater than the Form 13-F total.
SEC Registered Discretionary Manager
Firm Brochure (Part 2A) Client Relationship Summary (Form CRS)
Private funds (Form ADV)
3 funds · $88.9M gross asset value
Venture Capital Fund: $80.5M · Hedge Fund: $8.4M · Other: $0
Source: Form ADV filed 2025-12-16
Reported value
$21.7B
Quarter over quarter
+12.5%
Holdings
2,587
Top-10 concentration
21.1%

Filing Structure

Reports holdings for

Holdings reported by

Key People

Form ADV owners & control persons
James Patrick O'Shaughnessy
MANAGING MEMBER
Raymond Nmn Amoroso III
CHIEF COMPLIANCE OFFICER/PRINCIPAL
Scott Michael Bartone
CHIEF PRODUCT OFFICER/CO-HEAD OF INVESTMENT MANAGEMENT/PORTFOLIO MANAGER/PRINCIPAL
Q1 2026

Coverage begins with the second quarter of 2013. Earlier quarters are not shown while their accuracy is being verified.

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Q2 2026 13F filing summary

Period of report June 30, 2026
Filed August 13, 2026
Form 13F-HR
Reported value $21.7B
Positions 2,587
Change in reported value +7.8%
New positions 210
Exited positions 247
Position turnover 16.1%
Top-10 concentration 21.1%

13F filings by quarter

Quarter Positions Value
Q2 2026 13F
Filed Aug 13, 2026
 2,587 $21.7B
Q1 2026 13F
Filed May 13, 2026
 2,624 $20.1B
Q4 2025 13F
Filed Feb 11, 2026
 2,634 $18.1B
Q3 2025 13F
Filed Nov 13, 2025
 2,552 $17.0B
Q2 2025 13F
Filed Aug 12, 2025
 2,376 $14.7B
Q1 2025 13F
Filed May 13, 2025
 2,300 $12.5B
Q4 2024 13F
Filed Feb 12, 2025
 2,193 $11.8B
Q3 2024 13F
Filed Nov 12, 2024
 2,113 $11.2B
Q2 2024 13F
Filed Aug 14, 2024
 1,960 $9.7B
Q1 2024 13F
Filed May 13, 2024
 1,873 $9.0B
Q4 2023 13F
Filed Feb 9, 2024
 1,729 $7.5B
Q3 2023 13F
Filed Nov 13, 2023
 1,613 $6.7B
Q2 2023 13F
Filed Aug 11, 2023
 1,493 $6.7B
Q1 2023 13F
Filed May 12, 2023
 1,471 $6.4B
Q4 2022 13F
Filed Feb 10, 2023
 1,386 $6.1B
Q3 2022 13F
Filed Nov 14, 2022
 1,325 $5.3B
Q2 2022 13F
Filed Aug 11, 2022
 1,241 $5.4B
Q1 2022 13F
Filed May 13, 2022
 1,261 $6.0B
Q4 2021 13F
Filed Feb 11, 2022
 1,250 $5.6B
Q3 2021 13F
Filed Nov 10, 2021
 2,526 $4.9B

33 earlier quarters on file — choose one from the quarter menu above.

Top 20 holdings · Q2 2026

# Holding Reported value % of portfolio
1 AAPL APPLE INC $1.2B 5.35%
2 NVDA NVIDIA CORPORATION $821.4M 3.79%
3 MSFT MICROSOFT CORP $440.5M 2.03%
4 GOOGL ALPHABET INC $407.3M 1.88%
5 AMZN AMAZON COM INC $384.3M 1.77%
6 AVGO BROADCOM INC $315.4M 1.45%
7 GOOG ALPHABET INC $309.2M 1.43%
8 MU MICRON TECHNOLOGY INC $260.4M 1.2%
9 AGG ISHARES TR $257.7M 1.19%
10 JPM JPMORGAN CHASE & CO $219.3M 1.01%
11 LLY ELI LILLY & CO $207.5M 0.96%
12 TSM TAIWAN SEMICONDUCTOR MANUFAC $190.6M 0.88%
13 TSLA TESLA INC $181.6M 0.84%
14 META META PLATFORMS INC $180.2M 0.83%
15 WMT WALMART INC $169.3M 0.78%
16 XOM EXXON MOBIL CORP $164.4M 0.76%
17 MO ALTRIA GROUP INC $163.1M 0.75%
18 JNJ JOHNSON & JOHNSON $162.6M 0.75%
19 V VISA INC $156.7M 0.72%
20 BRK-B BERKSHIRE HATHAWAY INC DEL $152.6M 0.7%

Values as reported on the Q2 2026 Form 13F. Every position is in the holdings table below.

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