O'SHAUGHNESSY ASSET MANAGEMENT, LLC
Institutional investor · Portfolio as of Q4 2022
Top Holdings1,387 positions
Stock | Shares | Value | Weight | Avg Buy | Est. P&L | Held | Conviction |
|---|---|---|---|---|---|---|---|
MARATHON PETROLEUM CORP | 851,421 | $99.1M | 1.6% | $78.44 | +39.00% | 16 qtrssince 2019-Q1 | Increased 50 |
ALTRIA GROUP INC | 1.9M | $89.1M | 1.5% | $29.05 | +23.91% | 16 qtrssince 2019-Q1 | Decreased 0 |
MICROSOFT CORP | 360,307 | $86.4M | 1.4% | $239.72 | -2.29% | 15 qtrssince 2019-Q2 | Increased 52 |
FAIR ISAAC CORP | 136,568 | $81.7M | 1.3% | $471.43 | +26.97% | 15 qtrssince 2019-Q2 | Increased 58 |
APPLE INC | 597,234 | $77.6M | 1.3% | $126.64 | +0.80% | 16 qtrssince 2019-Q1 | Decreased 0 |
AMERICAN INTERNATIONAL GROUP | 1.2M | $76.1M | 1.2% | $49.37 | +18.33% | 16 qtrssince 2019-Q1 | Increased 60 |
AMGEN INC | 268,536 | $70.5M | 1.2% | $196.94 | +19.43% | 16 qtrssince 2019-Q1 | Increased 53 |
JOHNSON & JOHNSON | 397,096 | $70.1M | 1.1% | $144.17 | +11.84% | 16 qtrssince 2019-Q1 | Increased 54 |
CITIGROUP INC | 1.5M | $70M | 1.1% | $45.94 | -13.03% | 16 qtrssince 2019-Q1 | Decreased 0 |
WEYERHAEUSER CO | 2.3M | $70M | 1.1% | $31.48 | -12.07% | 13 qtrssince 2019-Q4 | Decreased 0 |
APA CORP | 1.4M | $66.5M | 1.1% | $29.24 | +39.77% | 8 qtrssince 2021-Q1 | Decreased 0 |
HEWLETT-PACKARD CO | 1.9M | $51M | 0.8% | $27.32 | -12.12% | 13 qtrssince 2019-Q4 | Decreased 0 |
ISHARES TR | 518,780 | $50.3M | 0.8% | $95.29 | -10.75% | 13 qtrssince 2019-Q4 | Increased 42 |
DOW CHEMICAL CO/THE | 983,548 | $49.6M | 0.8% | $42.65 | -1.14% | 14 qtrssince 2019-Q3 | Increased 66 |
QUEST DIAGNOSTICS INC | 316,590 | $49.5M | 0.8% | $138.85 | +5.58% | 13 qtrssince 2019-Q4 | Decreased 0 |
SYNCHRONY FINANCIAL | 1.5M | $48.8M | 0.8% | $21.41 | +41.38% | 16 qtrssince 2019-Q1 | Increased 46 |
ORACLE CORP | 595,944 | $48.7M | 0.8% | $53.48 | +46.87% | 16 qtrssince 2019-Q1 | Decreased 0 |
ISHARES 1-5Y INV GRADE CORP | 940,828 | $46.9M | 0.8% | $44.17 | -2.42% | 13 qtrssince 2019-Q4 | Decreased 0 |
CARDINAL HEALTH INC | 608,478 | $46.8M | 0.8% | $52.33 | +38.57% | 16 qtrssince 2019-Q1 | Increased 43 |
MCKESSON CORP | 123,084 | $46.2M | 0.8% | $146.64 | +152.09% | 15 qtrssince 2019-Q2 | Increased 43 |
O'SHAUGHNESSY ASSET MANAGEMENT, LLC manages $6.1B across 1387 positions as of Q4 2022. Top holdings: MPC (1.6%), MO (1.5%), MSFT (1.4%). Fund DNA: Balanced Allocator. HoldingsIntel Rating: 3.5/5.0.
Active quarter - 157 new positions, 110 exits, 596 increased. Top move: DOW (INCREASED, conviction 66). Portfolio: $6.1B across 1387 positions.
Top holdings by portfolio weight
Portfolio allocation by GICS sector
Behavioral investing profile
Position Outcomes
Best and worst performing positions by estimated return
Top Winners
Top Losers
Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.
Similar Funds
Funds with similar investing DNA
Explore More
Accumulation Streaks
Positions with 2+ consecutive quarters of increases - persistent directional conviction.
Continue exploring
Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer