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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
+7.57%
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
$4.27B
AUM Growth
+$410M
Cap. Flow
-$90.5M
Cap. Flow %
-2.12%
Top 10 Hldgs %
25.15%
Holding
1,032
New
117
Increased
315
Reduced
353
Closed
138

Top Buys

Rank Stock Value
1
UAL icon
United Airlines
UAL
+$23.2M
2
GILD icon
Gilead Sciences
GILD
+$21.1M
3
TEL icon
TE Connectivity
TEL
+$18.6M
4
AMP icon
Ameriprise Financial
AMP
+$16.2M
5
AMAT icon
Applied Materials
AMAT
+$15.4M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$47.7M
2
CCEP icon
Coca-Cola Europacific Partners
CCEP
+$33.8M
3
ITW icon
Illinois Tool Works
ITW
+$24.5M
4
ASH icon
Ashland
ASH
+$19.9M
5
HIG icon
Hartford Financial Services
HIG
+$18.1M

Sector Composition

Rank Sector Weight
1 Industrials 20.87%
2 Financials 17.03%
3 Consumer Discretionary 16.01%
4 Technology 13.54%
5 Materials 7.72%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TRV icon
1
Travelers Companies
TRV
$80.8B
$143M 3.35%
1,251,074
-24,995
-2% -$2.93M
LYB icon
2
LyondellBasell Industries
LYB
$19.5B
$137M 3.2%
1,697,214
+22,370
+1% +$1.73M
LUMN icon
3
Lumen
LUMN
$6.53B
$130M 3.03%
4,723,209
+122,906
+3% +$3.59M
NOC icon
4
Northrop Grumman
NOC
$77B
$121M 2.83%
565,691
-15,619
-3% -$3.38M
ITW icon
5
Illinois Tool Works
ITW
$81.4B
$113M 2.65%
944,702
-211,361
-18% -$24.5M
NOV icon
6
NOV
NOV
$7.45B
$102M 2.38%
2,769,766
-354,864
-11% -$11.9M
PH icon
7
Parker-Hannifin
PH
$125B
$84.2M 1.97%
670,853
-86,841
-11% -$10.3M
VLO icon
8
Valero Energy
VLO
$89.8B
$83.9M 1.96%
1,583,250
+273,177
+21% +$14.6M
BBBY
9
DELISTED
Bed Bath & Beyond Inc
BBBY
$81.5M 1.91%
1,890,413
-232,435
-11% -$10.3M
MSI icon
10
Motorola Solutions
MSI
$69.4B
$79.5M 1.86%
1,042,061
+2,531
+0.2% +$185K
STX icon
11
Seagate
STX
$193B
$77.8M 1.82%
2,019,079
+183,265
+10% +$5.95M
BA icon
12
Boeing
BA
$165B
$77.7M 1.82%
589,485
+97,858
+20% +$12.9M
CPRI icon
13
Capri Holdings
CPRI
$1.77B
$77.3M 1.81%
1,651,031
+284,078
+21% +$14.2M
MAR icon
14
Marriott International
MAR
$98.7B
$76.4M 1.79%
1,134,775
+27,937
+3% +$1.97M
PARA
15
DELISTED
Paramount Global Class B
PARA
$75.7M 1.77%
1,382,293
-94,402
-6% -$5.01M
EMR icon
16
Emerson Electric
EMR
$82.9B
$75.7M 1.77%
1,388,068
+6,210
+0.4% +$333K
M icon
17
Macy's
M
$6.15B
$74.4M 1.74%
2,007,467
+117,608
+6% +$4.26M
TEL icon
18
TE Connectivity
TEL
$58.8B
$68.6M 1.6%
1,065,308
+303,713
+40% +$18.6M
BBY icon
19
Best Buy
BBY
$18B
$65.2M 1.53%
1,707,875
+411,595
+32% +$14.4M
UAL icon
20
United Airlines
UAL
$38.4B
$58.7M 1.37%
1,118,221
+481,556
+76% +$23.2M
ALL icon
21
Allstate
ALL
$66.9B
$57.4M 1.34%
830,197
+41,571
+5% +$2.86M
RY icon
22
Royal Bank of Canada
RY
$291B
$56M 1.31%
844,799
-184,924
-18% -$11.4M
KSS icon
23
Kohl's
KSS
$2.03B
$54.6M 1.28%
1,248,092
+282,343
+29% +$11.8M
AAL icon
24
American Airlines Group
AAL
$9.58B
$51M 1.19%
1,394,169
+71,149
+5% +$2.51M
AMP icon
25
Ameriprise Financial
AMP
$46.8B
$49.9M 1.17%
499,676
+166,963
+50% +$16.2M
1
2 3 4 5

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O'Shaughnessy Asset Management's Q3 2016 Portfolio in Review

As of Q3 2016, O'Shaughnessy Asset Management held 1,032 positions worth $4.27B, up 11% from $3.86B the previous quarter. Its ten largest holdings account for 25% of the portfolio.

O'Shaughnessy Asset Management's Q3 2016 filing shows 117 new, 315 increased, 353 reduced and 138 closed positions. Its largest new stake was CAE Inc. Common Shares: 252,163 shares worth $3.6M. The largest sale was iShares MSCI EAFE ETF, an estimated $47.7M.

By sector, the portfolio is most concentrated in Industrials at 21% of assets, up from 20% a quarter earlier, followed by Financials and Consumer Discretionary.

  • O'Shaughnessy Asset Management's largest Q3 2016 buy was CAE Inc. Common Shares: 252,163 shares worth $3.6M.
  • O'Shaughnessy Asset Management added most to United Airlines in Q3 2016, an estimated $23.2M increase.
  • O'Shaughnessy Asset Management's biggest Q3 2016 reduction was Coca-Cola Europacific Partners, cutting an estimated $33.8M.
  • O'Shaughnessy Asset Management fully exited iShares MSCI EAFE ETF in Q3 2016, selling an estimated $47.7M.
  • O'Shaughnessy Asset Management's ten largest holdings make up 25% of its $4.27B portfolio in Q3 2016.
  • O'Shaughnessy Asset Management opened 117 new positions and closed 138 in Q3 2016.
  • O'Shaughnessy Asset Management's portfolio value rose 11% quarter-over-quarter to $4.27B.

Based on O'Shaughnessy Asset Management's 13F filing for Q3 2016, filed 10 Nov 2016.