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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
-11%
1 Year Est. Return
+30.42%
3 Year Est. Return
+104.03%
5 Year Est. Return
+143.21%
10 Year Est. Return
+617.76%
AUM
$5.42B
AUM Growth
-$592M
Cap. Flow
+$187M
Cap. Flow %
3.45%
Top 10 Hldgs %
13.08%
Holding
1,403
New
130
Increased
583
Reduced
467
Closed
148

Top Buys

Rank Stock Value
1
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$39.8M
2
C icon
Citigroup
C
+$29M
3
MPC icon
Marathon Petroleum
MPC
+$25.5M
4
IGSB icon
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
+$23.3M
5
MAS icon
Masco
MAS
+$19.1M

Top Sells

Rank Stock Value
1
KR icon
Kroger
KR
+$40.3M
2
WMB icon
Williams Companies
WMB
+$33.9M
3
LHX icon
L3Harris
LHX
+$28.9M
4
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$25.3M
5
COP icon
ConocoPhillips
COP
+$25.2M

Sector Composition

Rank Sector Weight
1 Financials 20.39%
2 Technology 13.97%
3 Healthcare 12.28%
4 Consumer Discretionary 9.41%
5 Industrials 9.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DXJ icon
1226
WisdomTree Japan Hedged Equity Fund
DXJ
$7.35B
$7K ﹤0.01%
115
– –
PXH icon
1227
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.95B
$7K ﹤0.01%
+395
New +$7.67K
SCHH icon
1228
Schwab US REIT ETF
SCHH
$11.4B
$6K ﹤0.01%
262
– –
SCHP icon
1229
Schwab US TIPS ETF
SCHP
$16.3B
$6K ﹤0.01%
224
-8
-3% -$232
VYMI icon
1230
Vanguard International High Dividend Yield ETF
VYMI
$20.8B
$6K ﹤0.01%
+103
New +$6.58K
XLB icon
1231
State Street Materials Select Sector SPDR ETF
XLB
$8.55B
$6K ﹤0.01%
172
– –
IYW icon
1232
iShares US Technology ETF
IYW
$24.8B
$5K ﹤0.01%
64
– –
RWR icon
1233
State Street SPDR Dow Jones REIT ETF
RWR
$1.96B
$4K ﹤0.01%
37
– –
PPA icon
1234
Invesco Aerospace & Defense ETF
PPA
$8.62B
$3K ﹤0.01%
41
– –
VPL icon
1235
Vanguard FTSE Pacific ETF
VPL
$8.32B
$3K ﹤0.01%
41
– –
XLC icon
1236
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
$3K ﹤0.01%
48
-127
-73% -$7.65K
OPPE
1237
WisdomTree European Opportunities Fund
OPPE
$294M
$2K ﹤0.01%
+69
New +$2.35K
FWONA icon
1238
Liberty Media Series A
FWONA
$22.9B
$2K ﹤0.01%
36
+4
+13% +$222
LEN.B icon
1239
Lennar Class B
LEN.B
$20.1B
$2K ﹤0.01%
28
– –
XLP icon
1240
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$2K ﹤0.01%
32
– –
ERUS
1241
DELISTED
iShares MSCI Russia ETF
ERUS
$2K ﹤0.01%
223
– –
SPYV icon
1242
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.6B
$1K ﹤0.01%
27
– –
VV icon
1243
Vanguard Morningstar Large-Cap ETF
VV
$54B
$1K ﹤0.01%
8
– –
FM
1244
DELISTED
iShares Frontier and Select EM ETF
FM
$1K ﹤0.01%
46
– –
AAXJ icon
1245
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.74B
$0 ﹤0.01%
+2
New +$141
ACIW icon
1246
ACI Worldwide
ACIW
$5.61B
– –
-6,852
Closed -$216K
ACR
1247
ACRES Commercial Realty
ACR
$104M
– –
-15,565
Closed -$209K
AGO icon
1248
Assured Guaranty
AGO
$3.66B
– –
-3,567
Closed -$227K
AGZ icon
1249
iShares Agency Bond ETF
AGZ
$564M
– –
-9
Closed -$1K
ALGN icon
1250
Align Technology
ALGN
$12.1B
– –
-738
Closed -$322K
48 49
50
51 52

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P
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HHII
H&H International Investment Palo Alto, California $20B AUM 9.66% 1-Year Est. Return
EWA
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GT
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BG
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NIM
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MIC
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O'Shaughnessy Asset Management's Q2 2022 Portfolio in Review

As of Q2 2022, O'Shaughnessy Asset Management held 1,403 positions worth $5.42B, down 9.9% from $6.01B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

O'Shaughnessy Asset Management deployed $187M of net new capital in Q2 2022, opening 130 new positions and adding to 583 existing holdings. Its largest new stake was WEC Energy: 57,396 shares worth $5.78M.

By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 21% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Kroger, an estimated $40.3M trimmed.

  • O'Shaughnessy Asset Management's largest Q2 2022 buy was WEC Energy: 57,396 shares worth $5.78M.
  • O'Shaughnessy Asset Management added most to iShares 0-1 Year Treasury Bond ETF in Q2 2022, an estimated $39.8M increase.
  • O'Shaughnessy Asset Management's biggest Q2 2022 reduction was Kroger, cutting an estimated $40.3M.
  • O'Shaughnessy Asset Management fully exited CNH Industrial in Q2 2022, selling an estimated $990K.
  • O'Shaughnessy Asset Management's ten largest holdings make up 13% of its $5.42B portfolio in Q2 2022.
  • O'Shaughnessy Asset Management opened 130 new positions and closed 148 in Q2 2022.
  • O'Shaughnessy Asset Management's portfolio value fell 9.9% quarter-over-quarter to $5.42B.

Based on O'Shaughnessy Asset Management's 13F filing for Q2 2022, filed 11 Aug 2022.