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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
+9.52%
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
$4.23B
AUM Growth
-$43.9M
(-1%)
Cap. Flow
-$492M
Cap. Flow
% of AUM
-11.63%
Top 10 Holdings %
Top 10 Hldgs %
26.66%
Holding
1,047
New
153
Increased
252
Reduced
418
Closed
126
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Ameriprise Financial
AMP
|
+$38.5M |
| 2 |
Lincoln National
LNC
|
+$36.9M |
| 3 |
Target
TGT
|
+$31.5M |
| 4 |
United Airlines
UAL
|
+$31M |
| 5 |
American Express
AXP
|
+$26.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Illinois Tool Works
ITW
|
+$64.3M |
| 2 |
Northrop Grumman
NOC
|
+$50.7M |
| 3 |
Parker-Hannifin
PH
|
+$50.5M |
| 4 |
NOV
NOV
|
+$41M |
| 5 |
PARA
Paramount Global Class B
PARA
|
+$37.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.07% |
| 2 | Industrials | 19.33% |
| 3 | Consumer Discretionary | 17.38% |
| 4 | Technology | 13.92% |
| 5 | Materials | 6.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
Travelers Companies
TRV
$80.8B
| $148M | 3.49% |
1,206,681
-44,393
| -4% | -$5.07M |
|
2
LyondellBasell Industries
LYB
$19.5B
| $135M | 3.19% |
1,523,474
-173,740
| -10% | -$14.6M |
|
3
Boeing
BA
$165B
| $120M | 2.84% |
742,054
+152,569
| +26% | +$22.3M |
|
4
Valero Energy
VLO
$89.8B
| $120M | 2.83% |
1,699,220
+115,970
| +7% | +$7.14M |
|
|
5
United Airlines
UAL
$38.4B
| $117M | 2.77% |
1,605,396
+487,175
| +44% | +$31M |
|
6
Lumen
LUMN
$6.53B
| $102M | 2.42% |
4,007,716
-715,493
| -15% | -$18.2M |
|
7
TE Connectivity
TEL
$58.8B
| $99.9M | 2.36% |
1,442,363
+377,055
| +35% | +$25M |
|
|
8
Ameriprise Financial
AMP
$46.8B
| $97.5M | 2.31% |
864,610
+364,934
| +73% | +$38.5M |
|
9
Best Buy
BBY
$18B
| $96.2M | 2.27% |
2,158,837
+450,962
| +26% | +$19.2M |
|
10
Kohl's
KSS
$2.03B
| $92.6M | 2.19% |
1,756,853
+508,761
| +41% | +$25.2M |
|
|
11
Northrop Grumman
NOC
$77B
| $80.8M | 1.91% |
347,437
-218,254
| -39% | -$50.7M |
|
12
Motorola Solutions
MSI
$69.4B
| $77.9M | 1.84% |
939,443
-102,618
| -10% | -$8.05M |
|
13
Marriott International
MAR
$98.7B
| $75.8M | 1.79% |
916,812
-217,963
| -19% | -$16.4M |
|
14
Capri Holdings
CPRI
$1.77B
| $72M | 1.7% |
1,675,519
+24,488
| +1% | +$1.16M |
|
15
Seagate
STX
$193B
| $69.2M | 1.64% |
1,813,555
-205,524
| -10% | -$7.67M |
|
16
Allstate
ALL
$66.9B
| $63M | 1.49% |
849,599
+19,402
| +2% | +$1.37M |
|
|
17
NOV
NOV
$7.45B
| $61.6M | 1.46% |
1,645,458
-1,124,308
| -41% | -$41M |
|
18
American Airlines Group
AAL
$9.58B
| $61.5M | 1.45% |
1,316,514
-77,655
| -6% | -$3.38M |
|
19
General Motors
GM
$74.7B
| $59.9M | 1.42% |
1,718,696
+388,352
| +29% | +$13.1M |
|
|
20
Target
TGT
$62.1B
| $57.9M | 1.37% |
760,329
+435,286
| +134% | +$31.5M |
|
21
Macy's
M
$6.15B
| $56.4M | 1.33% |
1,485,914
-521,553
| -26% | -$20.3M |
|
22
Royal Bank of Canada
RY
$291B
| $55.2M | 1.31% |
755,349
-89,450
| -11% | -$5.8M |
|
23
Applied Materials
AMAT
$426B
| $54.4M | 1.29% |
1,684,907
+683,182
| +68% | +$20.8M |
|
24
Gilead Sciences
GILD
$161B
| $51.7M | 1.22% |
722,413
+320,877
| +80% | +$23.9M |
|
25
Emerson Electric
EMR
$82.9B
| $51.1M | 1.21% |
791,904
-596,164
| -43% | -$32.1M |
|
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SLAM
O'Shaughnessy Asset Management's Q4 2016 Portfolio in Review
As of Q4 2016, O'Shaughnessy Asset Management held 1,047 positions worth $4.23B, down 1% from $4.27B the previous quarter. Its ten largest holdings account for 27% of the portfolio.
O'Shaughnessy Asset Management withdrew a net $492M in Q4 2016, closing 126 positions and reducing 418 holdings. Its most notable exit was Voya Financial, an estimated $23.4M position sold in full.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 17% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, O'Shaughnessy Asset Management opened a new position in Trinseo worth $8.57M.
- O'Shaughnessy Asset Management's largest Q4 2016 buy was Trinseo: 144,564 shares worth $8.57M.
- O'Shaughnessy Asset Management added most to Ameriprise Financial in Q4 2016, an estimated $38.5M increase.
- O'Shaughnessy Asset Management's biggest Q4 2016 reduction was Illinois Tool Works, cutting an estimated $64.3M.
- O'Shaughnessy Asset Management fully exited Voya Financial in Q4 2016, selling an estimated $23.4M.
- O'Shaughnessy Asset Management's ten largest holdings make up 27% of its $4.23B portfolio in Q4 2016.
- O'Shaughnessy Asset Management opened 153 new positions and closed 126 in Q4 2016.
- O'Shaughnessy Asset Management's portfolio value fell 1% quarter-over-quarter to $4.23B.
Based on O'Shaughnessy Asset Management's 13F filing for Q4 2016, filed 10 Feb 2017.