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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
-1.19%
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
$3.86B
AUM Growth
-$123M
(-3.1%)
Cap. Flow
+$256M
Cap. Flow
% of AUM
6.63%
Top 10 Holdings %
Top 10 Hldgs %
25.49%
Holding
1,063
New
135
Increased
365
Reduced
357
Closed
148
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$49.2M |
| 2 |
American Airlines Group
AAL
|
+$32M |
| 3 |
Boeing
BA
|
+$30.8M |
| 4 |
United Airlines
UAL
|
+$30.1M |
| 5 |
Valero Energy
VLO
|
+$29.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Fluor
FLR
|
+$36.5M |
| 2 |
Pentair
PNR
|
+$26.3M |
| 3 |
XL
XL Group Ltd.
XL
|
+$24.5M |
| 4 |
HES
Hess
HES
|
+$23.7M |
| 5 |
Elevance Health
ELV
|
+$19.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 20.07% |
| 2 | Financials | 17.37% |
| 3 | Consumer Discretionary | 14.68% |
| 4 | Technology | 11.2% |
| 5 | Communication Services | 8.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
Travelers Companies
TRV
$80.8B
| $138M | 3.58% |
1,276,069
-15,645
| -1% | -$1.77M |
|
2
Lumen
LUMN
$6.53B
| $121M | 3.13% |
4,600,303
+852,803
| +23% | +$24.8M |
|
3
Northrop Grumman
NOC
$77B
| $116M | 3.01% |
581,310
-70,197
| -11% | -$14.8M |
|
4
LyondellBasell Industries
LYB
$19.5B
| $114M | 2.94% |
1,674,844
+6,072
| +0.4% | +$501K |
|
5
Illinois Tool Works
ITW
$81.4B
| $108M | 2.79% |
1,156,063
-46,036
| -4% | -$4.82M |
|
6
NOV
NOV
$7.45B
| $94.9M | 2.46% |
3,124,630
+399,839
| +15% | +$12.8M |
|
|
BBBY
7
DELISTED
Bed Bath & Beyond Inc
BBBY
| $82.4M | 2.13% |
2,122,848
+63,161
| +3% | +$2.86M |
|
|
PARA
8
DELISTED
Paramount Global Class B
PARA
| $72.5M | 1.88% |
1,476,695
+31,889
| +2% | +$1.73M |
|
9
Parker-Hannifin
PH
$125B
| $72.1M | 1.87% |
757,694
+15,704
| +2% | +$1.76M |
|
10
Emerson Electric
EMR
$82.9B
| $65.7M | 1.7% |
1,381,858
+70,477
| +5% | +$3.74M |
|
11
Marriott International
MAR
$98.7B
| $64.5M | 1.67% |
1,106,838
+391,431
| +55% | +$26.3M |
|
12
Motorola Solutions
MSI
$69.4B
| $62.3M | 1.61% |
1,039,530
+237,154
| +30% | +$16.9M |
|
13
Royal Bank of Canada
RY
$291B
| $60.8M | 1.57% |
1,029,723
-36,470
| -3% | -$2.19M |
|
|
14
Valero Energy
VLO
$89.8B
| $60.2M | 1.56% |
1,310,073
+518,938
| +66% | +$29.4M |
|
15
Capri Holdings
CPRI
$1.77B
| $59.7M | 1.54% |
1,366,953
+442,758
| +48% | +$21.7M |
|
|
16
Boeing
BA
$165B
| $59.3M | 1.54% |
491,627
+236,061
| +92% | +$30.8M |
|
17
Macy's
M
$6.15B
| $57.2M | 1.48% |
1,889,859
+343,557
| +22% | +$12.3M |
|
18
Allstate
ALL
$66.9B
| $49.5M | 1.28% |
788,626
+154,362
| +24% | +$10.3M |
|
|
19
iShares MSCI EAFE ETF
EFA
$76.4B
| $47.7M | 1.23% |
+854,545
| New | +$49.2M |
|
20
Bank of Montreal
BMO
$125B
| $47.4M | 1.23% |
747,089
-3,850
| -0.5% | -$244K |
|
21
Hartford Financial Services
HIG
$38.5B
| $46.8M | 1.21% |
1,151,710
+16,069
| +1% | +$717K |
|
22
Caterpillar
CAT
$409B
| $43.6M | 1.13% |
575,574
-6,058
| -1% | -$454K |
|
23
Coca-Cola Europacific Partners
CCEP
$46.5B
| $42.3M | 1.09% |
1,343,434
-353,256
| -21% | -$16.6M |
|
24
Seagate
STX
$193B
| $41.7M | 1.08% |
1,835,814
+383,269
| +26% | +$9.29M |
|
|
DCM
25
DELISTED
NTT DOCOMO, Inc.
DCM
| $40.4M | 1.05% |
1,689,426
+162,925
| +11% | +$4.08M |
|
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O'Shaughnessy Asset Management's Q2 2016 Portfolio in Review
As of Q2 2016, O'Shaughnessy Asset Management held 1,063 positions worth $3.86B, down 3.1% from $3.99B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
O'Shaughnessy Asset Management deployed $256M of net new capital in Q2 2016, opening 135 new positions and adding to 365 existing holdings. Its largest new stake was iShares MSCI EAFE ETF: 854,545 shares worth $47.7M.
By sector, the portfolio is most concentrated in Industrials at 20% of assets, up from 19% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was Fluor, an estimated $36.5M trimmed.
- O'Shaughnessy Asset Management's largest Q2 2016 buy was iShares MSCI EAFE ETF: 854,545 shares worth $47.7M.
- O'Shaughnessy Asset Management added most to American Airlines Group in Q2 2016, an estimated $32M increase.
- O'Shaughnessy Asset Management's biggest Q2 2016 reduction was Fluor, cutting an estimated $36.5M.
- O'Shaughnessy Asset Management fully exited XL Group Ltd. in Q2 2016, selling an estimated $24.5M.
- O'Shaughnessy Asset Management's ten largest holdings make up 25% of its $3.86B portfolio in Q2 2016.
- O'Shaughnessy Asset Management opened 135 new positions and closed 148 in Q2 2016.
- O'Shaughnessy Asset Management's portfolio value fell 3.1% quarter-over-quarter to $3.86B.
Based on O'Shaughnessy Asset Management's 13F filing for Q2 2016, filed 11 Aug 2016.