O'SHAUGHNESSY ASSET MANAGEMENT, LLC
Institutional investor · Portfolio as of Q3 2022
Top Holdings1,340 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
APPLE INC | 667,600 | $92.3M | 1.7% | $126.64 | +7.03% | 15 qtrssince 2019-Q1 | Increased 55 |
CITIGROUP INC | 2M | $83.1M | 1.6% | $45.94 | -20.79% | 15 qtrssince 2019-Q1 | Increased 48 |
MARATHON PETROLEUM CORP | 801,898 | $79.7M | 1.5% | $76.55 | +20.03% | 15 qtrssince 2019-Q1 | Increased 57 |
ALTRIA GROUP INC | 2M | $78.8M | 1.5% | $29.05 | +9.32% | 15 qtrssince 2019-Q1 | Increased 56 |
MICROSOFT CORP | 322,419 | $75.1M | 1.4% | $240.36 | -3.77% | 14 qtrssince 2019-Q2 | Increased 54 |
WEYERHAEUSER CO | 2.3M | $64.7M | 1.2% | $31.48 | -21.72% | 12 qtrssince 2019-Q4 | Increased 51 |
QUEST DIAGNOSTICS INC | 456,543 | $56M | 1.1% | $138.85 | -16.34% | 12 qtrssince 2019-Q4 | Decreased 0 |
JOHNSON & JOHNSON | 341,497 | $55.8M | 1.0% | $141.39 | +5.54% | 15 qtrssince 2019-Q1 | Increased 52 |
AMERIPRISE FINANCIAL INC | 214,889 | $54.1M | 1.0% | $121.62 | +95.80% | 15 qtrssince 2019-Q1 | Decreased 0 |
AMGEN INC | 236,878 | $53.4M | 1.0% | $191.82 | +4.51% | 15 qtrssince 2019-Q1 | Increased 50 |
UNION PACIFIC CORP | 273,290 | $53.2M | 1.0% | $224.19 | -17.70% | 15 qtrssince 2019-Q1 | Increased 47 |
HEWLETT-PACKARD CO | 2.1M | $51.4M | 1.0% | $27.32 | -18.85% | 12 qtrssince 2019-Q4 | Decreased 0 |
ORACLE CORP | 840,616 | $51.3M | 1.0% | $53.48 | +9.75% | 15 qtrssince 2019-Q1 | Decreased 0 |
GARTNER INC | 184,636 | $51.1M | 1.0% | $310.58 | -10.27% | 10 qtrssince 2020-Q2 | Decreased 0 |
APA CORP | 1.5M | $49.7M | 0.9% | $29.24 | +1.76% | 7 qtrssince 2021-Q1 | Increased 67 |
ISHARES 1-5Y INV GRADE CORP | 999,828 | $49.3M | 0.9% | $44.17 | -4.30% | 12 qtrssince 2019-Q4 | Increased 42 |
ISHARES TR | 508,255 | $49M | 0.9% | $95.50 | -12.34% | 12 qtrssince 2019-Q4 | Increased 45 |
ISHARES SHORT TREASURY BOND | 430,351 | $47.3M | 0.9% | $92.74 | +0.21% | 14 qtrssince 2019-Q2 | Increased 41 |
FAIR ISAAC CORP | 106,773 | $44M | 0.8% | $435.95 | -2.55% | 14 qtrssince 2019-Q2 | Increased 61 |
BANK OF AMERICA CORP | 1.4M | $43.7M | 0.8% | $24.36 | +15.69% | 15 qtrssince 2019-Q1 | Decreased 0 |
O'SHAUGHNESSY ASSET MANAGEMENT, LLC manages $5.3B across 1340 positions as of Q3 2022. Top holdings: AAPL (1.7%), C (1.6%), MPC (1.5%). Fund DNA: Balanced Allocator. HoldingsIntel Rating: 3.5/5.0.
Active quarter - 201 new positions, 116 exits, 641 increased. Top move: APA (INCREASED, conviction 67). Portfolio: $5.3B across 1340 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
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Position Outcomes
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Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
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Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer