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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
+13.87%
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
$6.13B
AUM Growth
+$810M
Cap. Flow
+$185M
Cap. Flow %
3.01%
Top 10 Hldgs %
12.9%
Holding
1,496
New
156
Increased
594
Reduced
562
Closed
109

Top Buys

Rank Stock Value
1
DOW icon
Dow Inc
DOW
+$24M
2
EQH icon
Equitable Holdings
EQH
+$22.5M
3
AIG icon
American International
AIG
+$17.4M
4
HST icon
Host Hotels & Resorts
HST
+$17.2M
5
FICO icon
Fair Isaac
FICO
+$15.7M

Top Sells

Rank Stock Value
1
AMP icon
Ameriprise Financial
AMP
+$39.9M
2
UNP icon
Union Pacific
UNP
+$29M
3
CE icon
Celanese
CE
+$28.5M
4
IT icon
Gartner
IT
+$25.6M
5
C icon
Citigroup
C
+$20.3M

Sector Composition

Rank Sector Weight
1 Financials 18.87%
2 Technology 13.87%
3 Healthcare 12.47%
4 Consumer Discretionary 10.06%
5 Industrials 9.79%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IMOM icon
1351
Alpha Architect International Quantitative Momentum ETF
IMOM
$159M
$5.9K ﹤0.01%
+237
New +$5.97K
INTF icon
1352
iShares International Equity Factor ETF
INTF
$3.72B
$5.83K ﹤0.01%
+237
New +$5.56K
PXH icon
1353
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.96B
$5.76K ﹤0.01%
327
+48
+17% +$817
ESGE icon
1354
iShares ESG Aware MSCI EM ETF
ESGE
$6.73B
$5.59K ﹤0.01%
+186
New +$5.45K
ECH icon
1355
iShares MSCI Chile ETF
ECH
$1.06B
$5.55K ﹤0.01%
205
– –
SCHH icon
1356
Schwab US REIT ETF
SCHH
$11.4B
$5.21K ﹤0.01%
270
-30
-10% -$577
EZA icon
1357
iShares MSCI South Africa ETF
EZA
$592M
$5.05K ﹤0.01%
119
– –
IVAL icon
1358
Alpha Architect International Quantitative Value ETF
IVAL
$225M
$5.04K ﹤0.01%
+230
New +$5.26K
XLC icon
1359
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
$4.99K ﹤0.01%
104
-187
-64% -$9.16K
IYW icon
1360
iShares US Technology ETF
IYW
$25.2B
$4.69K ﹤0.01%
63
– –
KIE icon
1361
State Street SPDR S&P Insurance ETF
KIE
$639M
$4.34K ﹤0.01%
106
– –
REET icon
1362
iShares Global REIT ETF
REET
$5.11B
$4.32K ﹤0.01%
+190
New +$4.24K
RWR icon
1363
State Street SPDR Dow Jones REIT ETF
RWR
$1.97B
$3.23K ﹤0.01%
37
– –
PPA icon
1364
Invesco Aerospace & Defense ETF
PPA
$8.7B
$3.21K ﹤0.01%
41
– –
XMLV icon
1365
Invesco S&P MidCap Low Volatility ETF
XMLV
$748M
$3.21K ﹤0.01%
+60
New +$3.15K
TFLO icon
1366
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
$3.13K ﹤0.01%
+62
New +$3.13K
VNQI icon
1367
Vanguard Global ex-US Real Estate ETF
VNQI
$3.53B
$3.02K ﹤0.01%
+73
New +$2.91K
PRF icon
1368
Invesco FTSE RAFI US 1000 ETF
PRF
$10B
$2.48K ﹤0.01%
+80
New +$2.46K
EWN icon
1369
iShares MSCI Netherlands ETF
EWN
$637M
$2.42K ﹤0.01%
65
-220
-77% -$7.8K
IYE icon
1370
iShares US Energy ETF
IYE
$1.71B
$2.33K ﹤0.01%
+50
New +$2.34K
PDN icon
1371
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$366M
$1.75K ﹤0.01%
+59
New +$1.66K
SPYV icon
1372
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$1.05K ﹤0.01%
27
– –
LSXMA
1373
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$1.02K ﹤0.01%
35
+21
+150% +$640
IYT icon
1374
iShares US Transportation ETF
IYT
$2.29B
$641 ﹤0.01%
+12
New +$648
AMLP icon
1375
Alerian MLP ETF
AMLP
$12.8B
$495 ﹤0.01%
13
– –
53 54
55
56 57

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P
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HHII
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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 Q4 2022 Portfolio in Review

As of Q4 2022, O'Shaughnessy Asset Management held 1,496 positions worth $6.13B, up 15% from $5.32B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

O'Shaughnessy Asset Management deployed $185M of net new capital in Q4 2022, opening 156 new positions and adding to 594 existing holdings. Its largest new stake was C.H. Robinson: 97,553 shares worth $8.93M.

By sector, the portfolio is most concentrated in Financials at 19% of assets, down from 20% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Ameriprise Financial, an estimated $39.9M trimmed.

  • O'Shaughnessy Asset Management's largest Q4 2022 buy was C.H. Robinson: 97,553 shares worth $8.93M.
  • O'Shaughnessy Asset Management added most to Dow Inc in Q4 2022, an estimated $24M increase.
  • O'Shaughnessy Asset Management's biggest Q4 2022 reduction was Ameriprise Financial, cutting an estimated $39.9M.
  • O'Shaughnessy Asset Management fully exited Annaly Capital Management in Q4 2022, selling an estimated $7.14M.
  • O'Shaughnessy Asset Management's ten largest holdings make up 13% of its $6.13B portfolio in Q4 2022.
  • O'Shaughnessy Asset Management opened 156 new positions and closed 109 in Q4 2022.
  • O'Shaughnessy Asset Management's portfolio value rose 15% quarter-over-quarter to $6.13B.

Based on O'Shaughnessy Asset Management's 13F filing for Q4 2022, filed 10 Feb 2023.