O'SHAUGHNESSY ASSET MANAGEMENT, LLC
Institutional investor · Portfolio as of Q1 2023
Top Holdings1,472 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
MICROSOFT CORP | 423,901 | $122.2M | 1.9% | $245.48 | +13.29% | 16 qtrssince 2019-Q2 | Increased 55 |
APPLE INC | 713,711 | $117.7M | 1.9% | $132.45 | +22.50% | 17 qtrssince 2019-Q1 | Increased 56 |
MARATHON PETROLEUM CORP | 849,779 | $114.6M | 1.8% | $78.44 | +60.89% | 17 qtrssince 2019-Q1 | Decreased 0 |
ALTRIA GROUP INC | 2.2M | $97.8M | 1.5% | $29.80 | +20.10% | 17 qtrssince 2019-Q1 | Increased 53 |
FAIR ISAAC CORP | 122,827 | $86.3M | 1.4% | $471.43 | +47.72% | 16 qtrssince 2019-Q2 | Decreased 0 |
ISHARES SHORT TREASURY BOND | 686,705 | $75.9M | 1.2% | $93.54 | +1.36% | 16 qtrssince 2019-Q2 | Increased 68 |
DOW CHEMICAL CO/THE | 1.3M | $70.2M | 1.1% | $43.36 | +5.46% | 15 qtrssince 2019-Q3 | Increased 59 |
BUILDERS FIRSTSOURCE INC | 765,089 | $67.9M | 1.1% | $61.78 | +43.71% | 15 qtrssince 2019-Q3 | Increased 53 |
AMERICAN INTERNATIONAL GROUP | 1.3M | $67.5M | 1.1% | $49.11 | -4.64% | 17 qtrssince 2019-Q1 | Increased 52 |
WEYERHAEUSER CO | 2.2M | $66.8M | 1.0% | $31.48 | -14.29% | 14 qtrssince 2019-Q4 | Decreased 0 |
AMGEN INC | 271,899 | $65.7M | 1.0% | $197.20 | +10.75% | 17 qtrssince 2019-Q1 | Increased 47 |
CITIGROUP INC | 1.2M | $54.4M | 0.9% | $45.94 | -8.95% | 17 qtrssince 2019-Q1 | Decreased 0 |
HOST HOTELS & RESORTS INC | 3.2M | $53.2M | 0.8% | $13.33 | +1.92% | 14 qtrssince 2019-Q4 | Increased 52 |
HEWLETT-PACKARD CO | 1.7M | $50.3M | 0.8% | $27.32 | -4.61% | 14 qtrssince 2019-Q4 | Decreased 0 |
MARATHON OIL CORP | 2.1M | $49.2M | 0.8% | — | — | 12 qtrssince 2020-Q2 | Increased 50 |
PROCTER & GAMBLE CO/THE | 330,385 | $49.1M | 0.8% | $123.48 | +9.89% | 17 qtrssince 2019-Q1 | Increased 46 |
CARDINAL HEALTH INC | 631,480 | $47.7M | 0.7% | $53.04 | +35.18% | 17 qtrssince 2019-Q1 | Increased 43 |
EQUITABLE HOLDINGS INC COM | 1.8M | $46.8M | 0.7% | $23.48 | -0.48% | 13 qtrssince 2020-Q1 | Increased 54 |
BANK OF NEW YORK MELLON CORP | 1M | $46.5M | 0.7% | $40.30 | +2.52% | 14 qtrssince 2019-Q4 | Increased 44 |
ORACLE CORP | 494,290 | $45.9M | 0.7% | $53.48 | +63.25% | 17 qtrssince 2019-Q1 | Decreased 0 |
O'SHAUGHNESSY ASSET MANAGEMENT, LLC manages $6.4B across 1472 positions as of Q1 2023. Top holdings: MSFT (1.9%), AAPL (1.9%), MPC (1.8%). Fund DNA: Balanced Allocator. HoldingsIntel Rating: 3.5/5.0.
Active quarter - 170 new positions, 85 exits, 677 increased. Top move: SHV (INCREASED, conviction 68). Portfolio: $6.4B across 1472 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