Stocks/Funds/CIK 1423442

O'SHAUGHNESSY ASSET MANAGEMENT, LLC

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1423442
Assets
$19.92B
+60.1% YoY
Holdings
2,611
Lifetime alpha vs market
+0.28% annual
Average hold time
4.2 yr
median 3.8 yr

Quarterly history

Cum return +125% vs S&P +121% · α +4% lifetimeAUM $19.9B · peak $19.9BFlow $2.0B (+11%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-11.50%
trims when stocks drop
when a holding falls −10%+
Middle response
+1.44%
steady accumulation
Rally response
+11.87%
adds into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
AAPLApple Inc.$904M4.5%+14.7%10.5 yr
NVDANVIDIA Corporation$821M4.1%+60.9%8.0 yr
MSFTMicrosoft Corporation$487M2.4%-0.6%8.5 yr
GOOGLAlphabet Inc.$378M1.9%8.3 yr
AMZNAmazon.com, Inc.$362M1.8%+9.5%7.8 yr
AVGOBroadcom Inc.$303M1.5%+86.0%7.3 yr
GOOGAlphabet Inc.$276M1.4%+84.3%7.0 yr
AGGiShares Core U.S. Aggreg$252M1.3%6.5 yr
METAMeta Platforms, Inc.$235M1.2%-0.4%8.3 yr
XOMExxon Mobil Corporation$220M1.1%+47.6%8.0 yr
JPMJPMorgan Chase & Co.$215M1.1%+21.8%10.3 yr
WMTWalmart Inc.$193M1.0%+42.8%10.3 yr
TSLATesla, Inc.$187M0.9%+43.4%6.5 yr
LLYEli Lilly and Company$173M0.9%+12.2%8.0 yr
JNJJohnson & Johnson$169M0.8%+51.5%9.5 yr

Portfolio composition (YoY)

Industry mix
Asset Management10.6%+1.9pp$2.11B
Semiconductors9.1%+4.0pp$1.81B
Internet Content & Information4.7%+1.4pp$930M
Consumer Electronics4.6%+1.2pp$924M
Drug Manufacturers - General4.5%+0.5pp$902M
Banks - Diversified4.4%-0.3pp$886M
Software - Infrastructure3.8%-0.5pp$756M
Specialty Retail3.0%-0.1pp$604M
Oil & Gas Integrated2.5%+0.4pp$490M
Financial - Credit Services2.4%-0.7pp$479M
Country
US89.0%+2.2pp
GB1.8%-0.0pp
CA1.7%-1.3pp
IE1.2%-0.6pp
TW0.8%+0.3pp
Unknown0.6%-0.2pp
BR0.6%+0.2pp
CH0.6%-0.0pp
Top 5: 14.8% · Top 10: 21.3% · Top 25: 32.5%

Winners

TickerPrev $PnLYoY %
NVDA$294M+0.18B60.9%
AVGO$106M+0.09B86.0%
GOOG$89M+0.07B84.3%
JNJ$128M+0.06B51.5%
AAPL$415M+0.06B14.7%

Losers

TickerPrev $PnLYoY %
V$125M-0.02B-13.1%
MSFT$324M-0.00B-0.6%
META$158M-0.00B-0.4%

Top buys this quarter · 15

AAPL Apple Inc.+$272M
NVDA NVIDIA Corporation+$166M
SPY State Street SPDR S&P 500 ETF +$80M
XOM Exxon Mobil Corporation+$66M
GOOG Alphabet Inc.+$55M
META Meta Platforms, Inc.+$52M
AMZN Amazon.com, Inc.+$51M
AVGO Broadcom Inc.+$49M
MSFT Microsoft Corporation+$487M
LLY Eli Lilly and Company+$44M

Top sells this quarter · 15

CAT Caterpillar Inc.$34M
MDT Medtronic plc$28M
TD The Toronto-Dominion Bank$26M
RY Royal Bank of Canada$25M
EFX.TO Enerflex Ltd.$23M
CVE Cenovus Energy Inc.$21M
RTX RTX Corporation$19M
TWLO Twilio Inc.$19M
MFC Manulife Financial Corporation$16M
CM Canadian Imperial Bank of Comm$16M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$19.92B2611+19.87%+17.59%+2.28%+2.02B
2025-12-31$18.11B2622+18.84%+17.72%+1.12%+0.63B
2025-09-30$17.02B2542+17.23%+17.52%-0.29%+1.20B
2025-06-30$14.67B2369+17.12%+14.94%+2.17%+1.04B
2025-03-31$12.45B2293+7.27%+8.30%-1.04%+0.89B
2024-12-31$11.79B2189+20.11%+24.89%-4.78%+0.44B
2024-09-30$11.20B2106+31.52%+36.04%-4.51%+0.78B
2024-06-30$9.68B1953+19.94%+24.49%-4.55%+0.63B
2024-03-31$9.03B1861+27.10%+29.62%-2.52%+0.75B
2023-12-31$7.54B1725+17.88%+26.18%-8.30%+0.08B
2023-09-30$6.73B1607+19.41%+21.57%-2.16%+0.11B
2023-06-30$6.74B1490+14.51%+19.42%-4.91%-0.01B
2023-03-31$6.35B1468-5.27%-7.82%+2.55%+0.12B
2022-12-31$6.13B1384-11.23%-18.17%+6.94%+0.15B
2022-09-30$5.32B1326-12.27%-15.51%+3.23%+0.22B
2022-06-30$5.42B1242-6.35%-10.62%+4.27%+0.13B