O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

6 SUBURBAN AVENUE, STAMFORD, Connecticut, 06901-2012, (203) 975-3333

Report Date: 12/31/2014

Position Statistics

Total Positions 1,129
New Positions 140
Increased Positions 482
Decreased Positions 537
Positions with Activity 1,019
Sold Out Positions 95
Total Mkt Value (in $ millions) 5,472

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 8.79%
Capital Goods 5.59%
Conglomerates 0.6%
Consumer Cyclical 2.93%
Consumer/Non-Cyclical 4.18%
Energy 14.81%
Financial 10.47%
Healthcare 6.59%
Services 29.5%
Technology 12.23%
Transportation 3.62%
Utilities 0.49%

1,129 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
NORTHROP GRUMMAN CORP COM 152,869 -6,570 (4.12) 954,475
MARATHON PETE CORP COM 151,649 -8,727 (5.44) 1,536,153
AT&T INC COM 149,202 2,010 1.37 4,589,429
CENTURYLINK INC COM 143,881 -7,921 (5.22) 4,148,807
SEAGATE TECHNOLOGY PLC SHS 127,264 -10,777 (7.81) 2,215,982
TRAVELERS COMPANIES INC COM 123,062 18,491 17.68 1,167,567
PFIZER INC COM 113,190 -17,325 (13.27) 3,230,301
LYONDELLBASELL INDUSTRIES N V SHS - A - 107,342 33,714 45.79 1,122,239
CF INDS HLDGS INC COM 97,396 -26,710 (21.52) 334,429
COCA COLA ENTERPRISES INC NEW COM 96,658 -16,952 (14.92) 2,143,673
QUEST DIAGNOSTICS INC COM 92,632 -11,593 (11.12) 1,229,687
VIACOM INC NEW CL B 90,019 -1,844 (2.01) 1,301,983
LOWES COS INC COM 88,676 -14,104 (13.72) 1,222,272
BANK MONTREAL QUE COM 86,900 11,122 14.68 1,338,987
HOME DEPOT INC COM 86,479 6,937 8.72 771,442
KOHLS CORP COM 82,305 -23,284 (22.05) 1,105,212
MAGNA INTL INC COM 72,584 11,670 19.16 1,353,428
PHILLIPS 66 COM 69,485 22,497 47.88 890,718
ALLSTATE CORP COM 63,416 10,390 19.60 894,824
ROYAL BK CDA MONTREAL QUE COM 63,348 26,662 72.67 959,388