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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
-10.35%
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
$4.81B
AUM Growth
-$128M
Cap. Flow
+$407M
Cap. Flow %
8.47%
Top 10 Hldgs %
26.99%
Holding
1,092
New
116
Increased
339
Reduced
320
Closed
199

Top Buys

Rank Stock Value
1
TRV icon
Travelers Companies
TRV
+$138M
2
VIAB
Viacom Inc. Class B
VIAB
+$65.6M
3
TYC
TYCO INTL PLC COM SHS (IRL)
TYC
+$61.2M
4
XL
XL Group Ltd.
XL
+$60.3M
5
BBBY
Bed Bath & Beyond Inc
BBBY
+$40.2M

Top Sells

Rank Stock Value
1
CAM
CAMERON INTERNATIONAL CORPORATION
CAM
+$97.8M
2
T icon
AT&T
T
+$42M
3
CHRW icon
C.H. Robinson
CHRW
+$39.5M
4
CF icon
CF Industries
CF
+$38.7M
5
MPC icon
Marathon Petroleum
MPC
+$35.3M

Sector Composition

Rank Sector Weight
1 Financials 18.01%
2 Industrials 15.55%
3 Communication Services 13.14%
4 Technology 10.86%
5 Consumer Discretionary 10.81%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TRV icon
1
Travelers Companies
TRV
$80.8B
$260M 5.41%
2,648,452
+1,352,276
+104% +$138M
LYB icon
2
LyondellBasell Industries
LYB
$19.5B
$153M 3.18%
1,835,461
+98,283
+6% +$8.74M
VIAB
3
DELISTED
Viacom Inc. Class B
VIAB
$139M 2.9%
2,593,499
+1,323,780
+104% +$65.6M
XL
4
DELISTED
XL Group Ltd.
XL
$131M 2.72%
3,548,821
+1,593,791
+82% +$60.3M
NOC icon
5
Northrop Grumman
NOC
$77B
$130M 2.7%
781,119
-69,971
-8% -$11.7M
BBBY
6
DELISTED
Bed Bath & Beyond Inc
BBBY
$106M 2.21%
1,859,583
+630,391
+51% +$40.2M
TYC
7
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$99.3M 2.07%
2,672,389
+1,589,539
+147% +$61.2M
ITW icon
8
Illinois Tool Works
ITW
$81.4B
$96.6M 2.01%
1,173,740
+269,960
+30% +$23.6M
CCEP icon
9
Coca-Cola Europacific Partners
CCEP
$46.5B
$92.8M 1.93%
1,919,658
+92,302
+5% +$4.49M
IBM icon
10
IBM
IBM
$202B
$89.9M 1.87%
648,458
+72,266
+13% +$10.7M
MOS icon
11
The Mosaic Company
MOS
$7.09B
$89.6M 1.87%
2,880,834
+264,449
+10% +$10.9M
LUMN icon
12
Lumen
LUMN
$6.53B
$83.6M 1.74%
3,327,385
-336,947
-9% -$9.33M
PSX icon
13
Phillips 66
PSX
$82.9B
$79.6M 1.66%
1,036,172
-253,032
-20% -$20.1M
MPC icon
14
Marathon Petroleum
MPC
$90.3B
$79.5M 1.65%
1,715,694
-685,489
-29% -$35.3M
HES
15
DELISTED
Hess
HES
$76.6M 1.59%
1,529,753
+217,675
+17% +$12.5M
TWX
16
DELISTED
Time Warner Inc
TWX
$65.1M 1.36%
837,339
+431,532
+106% +$33.9M
FDX icon
17
FedEx
FDX
$74.5B
$64M 1.33%
444,428
+15,854
+4% +$2.53M
VOD icon
18
Vodafone
VOD
$34.9B
$63.4M 1.32%
1,824,345
+649,855
+55% +$23.1M
GLW icon
19
Corning
GLW
$126B
$61.5M 1.28%
3,593,560
-137,511
-4% -$2.47M
RY icon
20
Royal Bank of Canada
RY
$291B
$60.9M 1.27%
1,104,801
+6,937
+0.6% +$395K
HOT
21
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$58.1M 1.21%
873,243
+488,762
+127% +$37.2M
ALL icon
22
Allstate
ALL
$66.9B
$57.4M 1.2%
986,073
-71,713
-7% -$4.48M
MGA icon
23
Magna International
MGA
$17.9B
$55.5M 1.15%
1,160,497
-76,574
-6% -$3.96M
SIRI icon
24
SiriusXM
SIRI
$10B
$53.3M 1.11%
1,425,490
+386,664
+37% +$14.8M
XRX icon
25
Xerox
XRX
$337M
$53M 1.1%
2,008,421
+1,401,231
+231% +$38.9M
1
2 3 4 5

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O'Shaughnessy Asset Management's Q3 2015 Portfolio in Review

As of Q3 2015, O'Shaughnessy Asset Management held 1,092 positions worth $4.81B, down 2.6% from $4.93B the previous quarter. Its ten largest holdings account for 27% of the portfolio.

O'Shaughnessy Asset Management deployed $407M of net new capital in Q3 2015, opening 116 new positions and adding to 339 existing holdings. Its largest new stake was American International: 225,143 shares worth $12.8M.

By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 13% a quarter earlier, followed by Industrials and Communication Services.

On the sell side, the largest reduction was AT&T, an estimated $42M trimmed.

  • O'Shaughnessy Asset Management's largest Q3 2015 buy was American International: 225,143 shares worth $12.8M.
  • O'Shaughnessy Asset Management added most to Travelers Companies in Q3 2015, an estimated $138M increase.
  • O'Shaughnessy Asset Management's biggest Q3 2015 reduction was AT&T, cutting an estimated $42M.
  • O'Shaughnessy Asset Management fully exited CAMERON INTERNATIONAL CORPORATION in Q3 2015, selling an estimated $97.8M.
  • O'Shaughnessy Asset Management's ten largest holdings make up 27% of its $4.81B portfolio in Q3 2015.
  • O'Shaughnessy Asset Management opened 116 new positions and closed 199 in Q3 2015.
  • O'Shaughnessy Asset Management's portfolio value fell 2.6% quarter-over-quarter to $4.81B.

Based on O'Shaughnessy Asset Management's 13F filing for Q3 2015, filed 12 Nov 2015.