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OSAM

O'Shaughnessy Asset Management Portfolio holdings

AUM $20.1B
1-Year Est. Return 30.42%
This Fund
S&P 500
This Quarter Est. Return
+6.86%
1 Year Est. Return
+30.42%
3 Year Est. Return
+104.03%
5 Year Est. Return
+143.21%
10 Year Est. Return
+459.38%
AUM
$4.3B
AUM Growth
+$40.5M
Cap. Flow
-$184M
Cap. Flow %
-4.29%
Top 10 Hldgs %
28.51%
Holding
1,046
New
154
Increased
296
Reduced
394
Closed
146

Top Buys

Rank Stock Value
1
CVS icon
CVS Health
CVS
+$47M
2
PG icon
Procter & Gamble
PG
+$38.4M
3
MCK icon
McKesson
MCK
+$32.2M
4
CE icon
Celanese
CE
+$26.5M
5
CDNS icon
Cadence Design Systems
CDNS
+$21.9M

Top Sells

Rank Stock Value
1
TRV icon
Travelers Companies
TRV
+$48.4M
2
BA icon
Boeing
BA
+$44.9M
3
ALL icon
Allstate
ALL
+$35.4M
4
AMAT icon
Applied Materials
AMAT
+$34.8M
5
TEL icon
TE Connectivity
TEL
+$34.4M

Sector Composition

Rank Sector Weight
1 Financials 27.34%
2 Consumer Discretionary 14.68%
3 Industrials 13.46%
4 Technology 12.76%
5 Healthcare 8.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMAT icon
26
Applied Materials
AMAT
$426B
$52.2M 1.22%
1,002,656
-769,970
-43% -$34.8M
ESRX
27
DELISTED
Express Scripts Holding Company
ESRX
$51.9M 1.21%
820,140
+137,271
+20% +$8.53M
TRV icon
28
Travelers Companies
TRV
$80.8B
$49.8M 1.16%
406,397
-387,156
-49% -$48.4M
PARA
29
DELISTED
Paramount Global Class B
PARA
$48.4M 1.13%
834,977
+28,275
+4% +$1.79M
WU icon
30
Western Union
WU
$2.57B
$46.8M 1.09%
2,438,901
+1,087,759
+81% +$20.7M
AEG icon
31
Aegon
AEG
$13.5B
$46.7M 1.09%
9,914,365
-1,092,609
-10% -$4.95M
GE icon
32
GE Aerospace
GE
$367B
$45.2M 1.05%
389,915
+72,563
+23% +$8.77M
SLF icon
33
Sun Life Financial
SLF
$45.6B
$43M 1%
1,081,665
-40,321
-4% -$1.54M
RTX icon
34
RTX Corp
RTX
$287B
$42.8M 1%
585,329
-48,819
-8% -$3.61M
MFC icon
35
Manulife Financial
MFC
$72.6B
$40.8M 0.95%
2,017,373
-42,864
-2% -$852K
ALL icon
36
Allstate
ALL
$66.9B
$40.7M 0.95%
443,012
-389,181
-47% -$35.4M
MSCI icon
37
MSCI
MSCI
$40B
$39.5M 0.92%
337,761
+93,680
+38% +$10.4M
C icon
38
Citigroup
C
$222B
$37M 0.86%
508,419
+295,574
+139% +$20.2M
SYY icon
39
Sysco
SYY
$39.7B
$35.7M 0.83%
662,635
+157,719
+31% +$8.21M
CE icon
40
Celanese
CE
$5.09B
$34.8M 0.81%
334,161
+269,409
+416% +$26.5M
GM icon
41
General Motors
GM
$74.7B
$33.3M 0.78%
825,405
-482,838
-37% -$17.6M
SIRI icon
42
SiriusXM
SIRI
$10B
$33M 0.77%
596,981
-8,033
-1% -$444K
MSI icon
43
Motorola Solutions
MSI
$69.4B
$32.5M 0.76%
382,681
+156,574
+69% +$13.7M
RF icon
44
Regions Financial
RF
$26.3B
$30.8M 0.72%
2,021,919
+1,269,970
+169% +$18.3M
NTAP icon
45
NetApp
NTAP
$32.9B
$27.9M 0.65%
636,944
+58,358
+10% +$2.41M
STX icon
46
Seagate
STX
$193B
$27.7M 0.64%
833,819
+92,177
+12% +$3.13M
TD icon
47
Toronto Dominion Bank
TD
$198B
$26.5M 0.62%
471,517
+11,459
+2% +$602K
LEA icon
48
Lear
LEA
$7.19B
$26.5M 0.62%
152,978
+40,640
+36% +$6.15M
TECK icon
49
Teck Resources
TECK
$29.5B
$25.5M 0.59%
1,212,305
+516,307
+74% +$11.2M
CDK
50
DELISTED
CDK Global, Inc.
CDK
$23.6M 0.55%
373,451
+122,254
+49% +$7.7M
1
2
3 4 5

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O'Shaughnessy Asset Management's Q3 2017 Portfolio in Review

As of Q3 2017, O'Shaughnessy Asset Management held 1,046 positions worth $4.3B, up 0.95% from $4.26B the previous quarter. Its ten largest holdings account for 29% of the portfolio.

O'Shaughnessy Asset Management withdrew a net $184M in Q3 2017, closing 146 positions and reducing 394 holdings. Its most notable exit was Marriott International, an estimated $20.7M position sold in full.

By sector, the portfolio is most concentrated in Financials at 27% of assets, up from 27% a quarter earlier, followed by Consumer Discretionary and Industrials.

Against the trend, O'Shaughnessy Asset Management opened a new position in Conagra Brands worth $21.5M.

  • O'Shaughnessy Asset Management's largest Q3 2017 buy was Conagra Brands: 637,142 shares worth $21.5M.
  • O'Shaughnessy Asset Management added most to CVS Health in Q3 2017, an estimated $47M increase.
  • O'Shaughnessy Asset Management's biggest Q3 2017 reduction was Travelers Companies, cutting an estimated $48.4M.
  • O'Shaughnessy Asset Management fully exited Marriott International in Q3 2017, selling an estimated $20.7M.
  • O'Shaughnessy Asset Management's ten largest holdings make up 29% of its $4.3B portfolio in Q3 2017.
  • O'Shaughnessy Asset Management opened 154 new positions and closed 146 in Q3 2017.
  • O'Shaughnessy Asset Management's portfolio value rose 0.95% quarter-over-quarter to $4.3B.

Based on O'Shaughnessy Asset Management's 13F filing for Q3 2017, filed 13 Nov 2017.