O'SHAUGHNESSY ASSET MANAGEMENT, LLC
Institutional investor · Portfolio as of Q3 2023
Top Holdings1,613 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
MICROSOFT CORP | 537,346 | $169.7M | 2.5% | $259.78 | +19.52% | 18 qtrssince 2019-Q2 | Increased 63 |
APPLE INC | 894,484 | $153.1M | 2.3% | $141.57 | +19.32% | 19 qtrssince 2019-Q1 | Increased 59 |
MARATHON PETROLEUM CORP | 578,727 | $87.6M | 1.3% | $78.44 | +83.96% | 19 qtrssince 2019-Q1 | Decreased 0 |
ALTRIA GROUP INC | 1.9M | $80.7M | 1.2% | $29.86 | +18.23% | 19 qtrssince 2019-Q1 | Decreased 0 |
COMCAST CORP-CLASS A | 1.7M | $75M | 1.1% | $36.40 | +4.86% | 19 qtrssince 2019-Q1 | Increased 48 |
BUILDERS FIRSTSOURCE INC | 589,629 | $73.4M | 1.1% | $61.01 | +104.04% | 17 qtrssince 2019-Q3 | Decreased 0 |
AMERICAN INTERNATIONAL GROUP | 1.1M | $63.8M | 0.9% | $49.11 | +16.19% | 19 qtrssince 2019-Q1 | Decreased 0 |
KLA CORP | 133,021 | $61M | 0.9% | $38.88 | +15.31% | 16 qtrssince 2019-Q4 | Decreased 0 |
NVIDIA CORP | 140,064 | $60.9M | 0.9% | $24.29 | +78.94% | 18 qtrssince 2019-Q2 | Increased 49 |
ISHARES SHORT TREASURY BOND | 546,606 | $60.4M | 0.9% | $94.02 | +3.25% | 18 qtrssince 2019-Q2 | Decreased 0 |
DOW CHEMICAL CO/THE | 1.1M | $57.6M | 0.9% | $43.51 | +3.08% | 17 qtrssince 2019-Q3 | Decreased 0 |
ELI LILLY & CO | 107,042 | $57.5M | 0.9% | $292.71 | +79.76% | 19 qtrssince 2019-Q1 | Increased 46 |
BERKSHIRE HATHAWAY INC-CL B | 161,531 | $56.6M | 0.8% | $284.08 | +23.31% | 18 qtrssince 2019-Q2 | Increased 47 |
3M CO | 599,548 | $56.1M | 0.8% | $86.00 | -15.37% | 18 qtrssince 2019-Q2 | Increased 52 |
VALERO ENERGY CORP | 394,484 | $55.9M | 0.8% | $105.76 | +23.39% | 19 qtrssince 2019-Q1 | Increased 48 |
AMAZON.COM INC | 428,054 | $54.4M | 0.8% | $116.57 | +9.05% | 18 qtrssince 2019-Q2 | Increased 54 |
PROCTER & GAMBLE CO/THE | 369,969 | $54M | 0.8% | $124.72 | +8.07% | 19 qtrssince 2019-Q1 | Increased 46 |
ISHARES TR | 572,764 | $53.9M | 0.8% | $89.46 | -5.91% | 16 qtrssince 2019-Q4 | Increased 66 |
CARDINAL HEALTH INC | 620,333 | $53.9M | 0.8% | $56.56 | +47.22% | 19 qtrssince 2019-Q1 | Decreased 0 |
ALPHABET INC-CL A | 408,922 | $53.5M | 0.8% | $106.06 | +22.45% | 18 qtrssince 2019-Q2 | Increased 47 |
O'SHAUGHNESSY ASSET MANAGEMENT, LLC manages $6.7B across 1613 positions as of Q3 2023. Top holdings: MSFT (2.5%), AAPL (2.3%), MPC (1.3%). Fund DNA: Balanced Allocator. HoldingsIntel Rating: 3.5/5.0.
Active quarter - 207 new positions, 88 exits, 869 increased. Top move: AGG (INCREASED, conviction 66). Portfolio: $6.7B across 1613 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
Behavioral investing profile
Position Outcomes
Best and worst performing positions by estimated return
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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