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 483
Decreased Positions 536
Positions with Activity 1,019
Sold Out Positions 95
Total Mkt Value (in $ millions) 5,511

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

Sector Weighting

Basic Materials 9.08%
Capital Goods 5.46%
Conglomerates 0.55%
Consumer Cyclical 2.85%
Consumer/Non-Cyclical 4.2%
Energy 15.16%
Financial 10.3%
Healthcare 6.31%
Services 29.49%
Technology 12.36%
Transportation 3.55%
Utilities 0.49%

483 INCREASED Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AT&T INC COM 157,968 2,128 1.37 4,589,429
TRAVELERS COMPANIES INC COM 119,232 17,915 17.68 1,167,567
LYONDELLBASELL INDUSTRIES N V SHS - A - 117,274 36,834 45.79 1,122,239
BANK MONTREAL QUE COM 87,061 11,143 14.68 1,338,987
HOME DEPOT INC COM 84,511 6,779 8.72 771,442
PHILLIPS 66 COM 72,691 23,535 47.88 890,718
MAGNA INTL INC COM 69,336 11,148 19.16 1,353,428
INTERNATIONAL BUSINESS MACHS COM 63,380 21,924 52.89 364,946
ROYAL BK CDA MONTREAL QUE COM 63,329 26,654 72.67 959,388
ALLSTATE CORP COM 62,593 10,256 19.60 894,824
ORANGE SPONSORED ADR 61,566 931 1.54 3,735,801
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 60,967 21,360 53.93 1,745,396
XL GROUP PLC SHS 58,290 11,741 25.22 1,575,842
MOSAIC CO NEW COM 58,127 32,858 130.04 1,292,290
BP PLC SPONSORED ADR 57,963 4,309 8.03 1,340,799
HESS CORP COM 54,539 17,069 45.55 719,698
CAMERON INTERNATIONAL CORP COM 53,567 32,984 160.25 981,988
C H ROBINSON WORLDWIDE INC COM NEW 51,179 1,351 2.71 790,534
VERIZON COMMUNICATIONS INC COM 50,441 16,351 47.97 1,000,608
CORNING INC COM 49,727 21,051 73.41 2,319,348