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) 5,562

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

Sector Weighting

Basic Materials 8.85%
Capital Goods 5.54%
Conglomerates 0.59%
Consumer Cyclical 2.87%
Consumer/Non-Cyclical 4.14%
Energy 14.82%
Financial 10.35%
Healthcare 6.51%
Services 29.79%
Technology 12.22%
Transportation 3.64%
Utilities 0.5%

1,019 Activity Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
MARATHON PETE CORP COM 158,454 -9,118 (5.44) 1,536,153
AT&T INC COM 156,086 2,103 1.37 4,589,429
NORTHROP GRUMMAN CORP COM 154,415 -6,637 (4.12) 954,475
CENTURYLINK INC COM 151,058 -8,316 (5.22) 4,148,807
SEAGATE TECHNOLOGY PLC SHS 129,280 -10,948 (7.81) 2,215,982
TRAVELERS COMPANIES INC COM 121,369 18,236 17.68 1,167,567
PFIZER INC COM 113,933 -17,438 (13.27) 3,230,301
LYONDELLBASELL INDUSTRIES N V SHS - A - 113,155 35,540 45.79 1,122,239
CF INDS HLDGS INC COM 98,469 -27,005 (21.52) 334,429
COCA COLA ENTERPRISES INC NEW COM 97,323 -17,068 (14.92) 2,143,673
QUEST DIAGNOSTICS INC COM 93,223 -11,667 (11.12) 1,229,687
VIACOM INC NEW CL B 92,102 -1,887 (2.01) 1,301,983
LOWES COS INC COM 89,421 -14,223 (13.72) 1,222,272
BANK MONTREAL QUE COM 88,239 11,294 14.68 1,338,987
HOME DEPOT INC COM 87,713 7,036 8.72 771,442
KOHLS CORP COM 82,438 -23,321 (22.05) 1,105,212
PHILLIPS 66 COM 72,674 23,529 47.88 890,718
MAGNA INTL INC COM 70,865 11,394 19.16 1,353,428
DIRECTV COM 65,074 -57,547 (46.93) 724,256
ROYAL BK CDA MONTREAL QUE COM 63,511 26,730 72.67 959,388