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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
LYB icon
1
LyondellBasell Industries
LYB
$19.5B
$155M 3.83%
1,780,757
-54,704
-3% -$5.03M
TRV icon
2
Travelers Companies
TRV
$80.8B
$150M 3.72%
1,333,148
-1,315,304
-50% -$146M
NOC icon
3
Northrop Grumman
NOC
$77B
$132M 3.25%
697,357
-83,762
-11% -$15.4M
ITW icon
4
Illinois Tool Works
ITW
$81.4B
$112M 2.76%
1,205,043
+31,303
+3% +$2.84M
CCEP icon
5
Coca-Cola Europacific Partners
CCEP
$46.5B
$92.9M 2.3%
1,885,892
-33,766
-2% -$1.7M
BBBY
6
DELISTED
Bed Bath & Beyond Inc
BBBY
$88.8M 2.19%
1,840,319
-19,264
-1% -$1.07M
LUMN icon
7
Lumen
LUMN
$6.53B
$80.5M 1.99%
3,199,684
-127,701
-4% -$3.43M
MOS icon
8
The Mosaic Company
MOS
$7.09B
$76.4M 1.89%
2,767,853
-112,981
-4% -$3.61M
IBM icon
9
IBM
IBM
$202B
$72.8M 1.8%
553,511
-94,947
-15% -$12.8M
NOV icon
10
NOV
NOV
$7.45B
$62.1M 1.54%
1,854,193
+989,308
+114% +$36.8M
HES
11
DELISTED
Hess
HES
$61.7M 1.52%
1,272,189
-257,564
-17% -$14.6M
SNDK
12
DELISTED
SANDISK CORP
SNDK
$60.9M 1.5%
800,953
+5,394
+0.7% +$395K
RY icon
13
Royal Bank of Canada
RY
$291B
$60.6M 1.5%
1,132,943
+28,142
+3% +$1.58M
VIAB
14
DELISTED
Viacom Inc. Class B
VIAB
$59.4M 1.47%
1,442,165
-1,151,334
-44% -$54M
MPC icon
15
Marathon Petroleum
MPC
$90.3B
$56.6M 1.4%
1,092,578
-623,116
-36% -$32.6M
PH icon
16
Parker-Hannifin
PH
$125B
$56.5M 1.4%
582,881
+244,230
+72% +$24.7M
GLW icon
17
Corning
GLW
$126B
$55.9M 1.38%
3,058,001
-535,559
-15% -$9.71M
XL
18
DELISTED
XL Group Ltd.
XL
$55.3M 1.37%
1,412,264
-2,136,557
-60% -$81.1M
TYC
19
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$55.3M 1.37%
1,655,613
-1,016,776
-38% -$37.1M
PSX icon
20
Phillips 66
PSX
$82.9B
$53.9M 1.33%
658,991
-377,181
-36% -$32.5M
XRX icon
21
Xerox
XRX
$337M
$53.5M 1.32%
1,910,271
-98,150
-5% -$2.64M
ALL icon
22
Allstate
ALL
$66.9B
$52.5M 1.3%
845,001
-141,072
-14% -$8.77M
SIRI icon
23
SiriusXM
SIRI
$10B
$51.3M 1.27%
1,260,151
-165,339
-12% -$6.68M
PARA
24
DELISTED
Paramount Global Class B
PARA
$48M 1.19%
1,018,582
+638,194
+168% +$29.9M
HIG icon
25
Hartford Financial Services
HIG
$38.5B
$45.7M 1.13%
1,052,423
+329,202
+46% +$15.1M
1
2 3 4 5

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RAM
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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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SLAM
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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.