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Livermore
Livermore
ZHEN

O'Shaughnessy Asset Management, LLC

SEC CIK
0001423442
Latest filing
Aug 13, 2026

The latest 13F from O'Shaughnessy Asset Management, LLC covers Q2 2026 (filed Aug 13, 2026): 2,587 long positions worth $21.5B. The top 10 holdings make up 21.3% of the portfolio, and the largest is Apple Inc. (AAPL) at 5.4%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
209
Est. +$109.5M
Added
913
Est. +$1.09B
Reduced
1299
Est. −$2.06B
Sold out
246
Est. −$88.5M

Top 5 holdings

Share of this quarter's portfolio value

  1. AAPLApple Inc.
    5.4%$1.16BHistory
  2. NVDANVIDIA Corp
    3.8%$821.4MHistory
  3. MSFTMicrosoft Corp
    2.1%$440.5MHistory
  4. GOOGLAlphabet Inc.
    1.9%$407.3MHistory
  5. AMZNAmazon Com Inc
    1.8%$384.3MHistory

Share of portfolio

Top 5 holdings and the other 2,582 positions, by share of portfolio value

  1. AAPL5.4%
  2. NVDA3.8%
  3. MSFT2.1%
  4. GOOGL1.9%
  5. AMZN1.8%
  6. Other 2,582 positions85.0%

Biggest buys

New and added positions, by estimated amount bought

  1. AAPLApple Inc.
    +$130.3MAddedHistory
  2. KRKroger Co
    +$23.7MAddedHistory
  3. DHIHorton D R Inc
    +$19.8MAddedHistory
  4. JCIJohnson Controls International plc
    +$18.8MAddedHistory
  5. MTBM&T Bank Corp
    +$18.7MAddedHistory

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. AAPLApple Inc.
    +0.87 pp4.5% → 5.4%History
  2. MUMicron Technology Inc
    +0.84 pp0.4% → 1.2%History
  3. WDCWestern Digital Corp
    +0.38 pp0.3% → 0.7%History
  4. INTCIntel Corp
    +0.24 pp0.1% → 0.4%History
  5. SNDKSandisk Corp
    +0.20 pp0.1% → 0.3%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. NVDANVIDIA Corp
    −$120.5MReducedHistory
  2. GOOGLAlphabet Inc.
    −$62.8MReducedHistory
  3. AVGOBroadcom Inc.
    −$54.1MReducedHistory
  4. METAMeta Platforms, Inc.
    −$51.0MReducedHistory
  5. MSFTMicrosoft Corp
    −$50.1MReducedHistory

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. MSFTMicrosoft Corp
    −0.39 pp2.4% → 2.1%History
  2. METAMeta Platforms, Inc.
    −0.34 pp1.2% → 0.8%History
  3. XOMExxonMobil Holdings Corp
    −0.34 pp1.1% → 0.8%History
  4. NVDANVIDIA Corp
    −0.29 pp4.1% → 3.8%History
  5. CVXChevron Corp
    −0.22 pp0.6% → 0.4%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$21.5B
+$1.53B (+7.7%) vs. prior quarter
Positions
2,587
−37 vs. prior quarter
Top 10 concentration
21.3%
Top 10 as share of value
Turnover
5.8%
Q2 2026, one quarter
Average holding period
19.9 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $21.5B (Q2 2026)

Q1 2021: $4.51BQ2 2021: $5.03BQ3 2021: $4.90BQ4 2021: $5.63BQ1 2022: $6.01BQ2 2022: $5.42BQ3 2022: $5.32BQ4 2022: $6.13BQ1 2023: $6.36BQ2 2023: $6.74BQ3 2023: $6.73BQ4 2023: $7.54BQ1 2024: $9.03BQ2 2024: $9.68BQ3 2024: $11.2BQ4 2024: $11.8BQ1 2025: $12.5BQ2 2025: $14.7BQ3 2025: $17.0BQ4 2025: $18.1BQ1 2026: $19.9BQ2 2026: $21.5B
Q1 2021Q2 2026
13F filings of O'Shaughnessy Asset Management, LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 13, 20262,587$21.5BAAPLNVDAMSFTvs. Q1 2026SEC
Q1 2026May 13, 20262,624$19.9BAAPLNVDAMSFTvs. Q4 2025SEC
Q4 2025Feb 11, 20262,634$18.1BNVDAAAPLMSFTvs. Q3 2025SEC
Q3 2025Nov 13, 20252,552$17.0BNVDAMSFTAAPLvs. Q2 2025SEC
Q2 2025Aug 12, 20252,376$14.7BMSFTNVDAAAPLvs. Q1 2025SEC
Q1 2025May 13, 20252,300$12.5BAAPLMSFTNVDAvs. Q4 2024SEC
Q4 2024Feb 12, 20252,193$11.8BAAPLMSFTNVDAvs. Q3 2024SEC
Q3 2024Nov 12, 20242,113$11.2BAAPLMSFTNVDAvs. Q2 2024SEC
Q2 2024Aug 14, 20241,960$9.68BMSFTAAPLNVDAvs. Q1 2024SEC
Q1 2024May 13, 20241,874$9.03BMSFTBRK.AAAPLvs. Q4 2023SEC
Q4 2023Feb 9, 20241,729$7.54BMSFTBRK.AAAPLvs. Q3 2023SEC
Q3 2023Nov 13, 20231,613$6.73BMSFTAAPLMPCvs. Q2 2023SEC
Q2 2023Aug 11, 20231,493$6.74BAAPLMSFTMOvs. Q1 2023SEC
Q1 2023May 12, 20231,472$6.36BMSFTAAPLMPCvs. Q4 2022SEC
Q4 2022Feb 10, 20231,387$6.13BMPCMOMSFTvs. Q3 2022SEC
Q3 2022Nov 14, 20221,340$5.32BAAPLCMPCvs. Q2 2022SEC
Q2 2022Aug 11, 20221,255$5.42BCAAPLDGXvs. Q1 2022SEC
Q1 2022May 13, 20221,273$6.01BAAPLAMPMOvs. Q4 2021SEC
Q4 2021Feb 11, 20221,260$5.63BCEAMPORCLvs. Q3 2021SEC
Q3 2021Nov 10, 20212,806$4.90BSYFORCLCEvs. Q2 2021SEC
Q2 2021Aug 9, 20212,667$5.03BSYFCEJCIvs. Q1 2021SEC
Q1 2021May 14, 20212,472$4.51BCESYFJCI–SEC