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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
+3.35%
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
$4.05B
AUM Growth
-$760M
Cap. Flow
-$835M
Cap. Flow %
-20.65%
Top 10 Hldgs %
25.26%
Holding
1,082
New
189
Increased
282
Reduced
418
Closed
140

Top Buys

Rank Stock Value
1
NOV icon
NOV
NOV
+$36.8M
2
PARA
Paramount Global Class B
PARA
+$29.9M
3
EMR icon
Emerson Electric
EMR
+$24.9M
4
PH icon
Parker-Hannifin
PH
+$24.7M
5
MAR icon
Marriott International
MAR
+$21.2M

Top Sells

Rank Stock Value
1
TRV icon
Travelers Companies
TRV
+$146M
2
XL
XL Group Ltd.
XL
+$81.1M
3
HOT
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
+$62.2M
4
VOD icon
Vodafone
VOD
+$59.4M
5
VIAB
Viacom Inc. Class B
VIAB
+$54M

Sector Composition

Rank Sector Weight
1 Industrials 18.12%
2 Financials 17.71%
3 Technology 11.37%
4 Consumer Discretionary 10.98%
5 Materials 9.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IDT icon
176
IDT Corp
IDT
$1.64B
$3.06M 0.08%
371,978
-253,256
-41% -$2.3M
GHC icon
177
Graham Holdings Company
GHC
$5.1B
$3.05M 0.08%
6,288
-2,677
-30% -$1.46M
BRSS
178
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$3.03M 0.07%
142,157
+73,172
+106% +$1.65M
OUTR
179
DELISTED
OUTERWALL INC
OUTR
$3.01M 0.07%
82,285
-20,136
-20% -$1.12M
LUV icon
180
Southwest Airlines
LUV
$22B
$2.96M 0.07%
68,666
-134,502
-66% -$5.96M
RENX
181
DELISTED
RELX N.V.
RENX
$2.95M 0.07%
175,301
-1,924
-1% -$32.6K
POT
182
DELISTED
Potash Corp Of Saskatchewan
POT
$2.91M 0.07%
170,735
+87,224
+104% +$1.74M
CACC icon
183
Credit Acceptance
CACC
$5.95B
$2.85M 0.07%
13,316
-6,386
-32% -$1.3M
CTB
184
DELISTED
Cooper Tire & Rubber Co.
CTB
$2.85M 0.07%
75,166
+3,868
+5% +$158K
IWV icon
185
iShares Russell 3000 ETF
IWV
$19.6B
$2.73M 0.07%
+22,737
New +$2.76M
TTWO icon
186
Take-Two Interactive
TTWO
$45.4B
$2.73M 0.07%
78,485
-145,820
-65% -$4.92M
UGI icon
187
UGI
UGI
$7.74B
$2.7M 0.07%
80,058
-174,158
-69% -$6.04M
DIN icon
188
Dine Brands
DIN
$456M
$2.68M 0.07%
31,639
-18,098
-36% -$1.55M
SNI
189
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$2.65M 0.07%
48,005
+4,106
+9% +$231K
TGT icon
190
Target
TGT
$65.6B
$2.57M 0.06%
35,435
+8,014
+29% +$598K
AYI icon
191
Acuity Brands
AYI
$9.83B
$2.54M 0.06%
10,881
+968
+10% +$210K
AFL icon
192
Aflac
AFL
$64.9B
$2.51M 0.06%
83,894
-1,762
-2% -$54.8K
SWKS icon
193
Skyworks Solutions
SWKS
$9.37B
$2.47M 0.06%
32,114
-12,679
-28% -$1.02M
LHCG
194
DELISTED
LHC Group LLC
LHCG
$2.45M 0.06%
54,172
+7,064
+15% +$323K
DENN
195
DELISTED
Denny's
DENN
$2.44M 0.06%
247,953
-311,745
-56% -$3.2M
ARGO
196
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$2.38M 0.06%
+50,366
New +$2.47M
MNST icon
197
Monster Beverage
MNST
$94.3B
$2.38M 0.06%
95,946
-6,918
-7% -$167K
ACGL icon
198
Arch Capital
ACGL
$34.3B
$2.38M 0.06%
102,354
+63,639
+164% +$1.56M
CHL
199
DELISTED
China Mobile Limited
CHL
$2.34M 0.06%
41,506
-50,308
-55% -$2.97M
RHI icon
200
Robert Half
RHI
$3.87B
$2.32M 0.06%
49,274
-80,588
-62% -$4.06M
6 7
8
9 10

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O'Shaughnessy Asset Management's Q4 2015 Portfolio in Review

As of Q4 2015, O'Shaughnessy Asset Management held 1,082 positions worth $4.05B, down 16% from $4.81B the previous quarter. Its ten largest holdings account for 25% of the portfolio.

O'Shaughnessy Asset Management withdrew a net $835M in Q4 2015, closing 140 positions and reducing 418 holdings. Its most notable exit was Bausch Health, an estimated $20.1M position sold in full.

By sector, the portfolio is most concentrated in Industrials at 18% of assets, up from 16% a quarter earlier, followed by Financials and Technology.

Against the trend, O'Shaughnessy Asset Management opened a new position in Motorola Solutions worth $18.2M.

  • O'Shaughnessy Asset Management's largest Q4 2015 buy was Motorola Solutions: 265,528 shares worth $18.2M.
  • O'Shaughnessy Asset Management added most to NOV in Q4 2015, an estimated $36.8M increase.
  • O'Shaughnessy Asset Management's biggest Q4 2015 reduction was Travelers Companies, cutting an estimated $146M.
  • O'Shaughnessy Asset Management fully exited Bausch Health in Q4 2015, selling an estimated $20.1M.
  • O'Shaughnessy Asset Management's ten largest holdings make up 25% of its $4.05B portfolio in Q4 2015.
  • O'Shaughnessy Asset Management opened 189 new positions and closed 140 in Q4 2015.
  • O'Shaughnessy Asset Management's portfolio value fell 16% quarter-over-quarter to $4.05B.

Based on O'Shaughnessy Asset Management's 13F filing for Q4 2015, filed 11 Feb 2016.