O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 12/31/2015

Position Statistics

Total Positions 1,083
New Positions 188
Increased Positions 471
Decreased Positions 558
Positions with Activity 1,029
Sold Out Positions 139
Total Mkt Value (in $ millions) 4,296

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

Sector Weighting

Basic Materials 12.38%
Capital Goods 9.91%
Conglomerates 1.6%
Consumer Cyclical 5.64%
Consumer/Non-Cyclical 4.54%
Energy 7.47%
Financial 17.1%
Healthcare 2.76%
Services 20.87%
Technology 14.17%
Transportation 1.41%
Utilities 0.5%

1,083 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
PHARMERICA CORP COM 449 -9 (1.99) 18,611
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 438 191 77.11 45,963
WATSCO INC COM 437 -555 (55.99) 3,195
PINNACLE ENTMT INC COM 433 -525 (54.78) 11,144
CAMBREX CORP COM 433 -314 (42.06) 9,657
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 426 -29 (6.44) 14,684
ALLEGION PUB LTD CO ORD SHS 424 424 New 6,349
MIZUHO FINL GROUP INC SPONSORED ADR 418 -15 (3.42) 129,931
FRESENIUS MED CARE AG&CO KGAA SPONSORED ADR 400 -36 (8.24) 9,004
NETEASE INC SPONSORED ADR 399 -58 (12.72) 3,000
ERIE INDTY CO CL A 398 -1,166 (74.56) 4,272
FRESH DEL MONTE PRODUCE INC ORD 398 398 New 9,184
MITSUBISHI UFJ FINL GROUP INC SPONSORED ADR 378 102 36.94 75,362
AES CORP COM 377 377 New 33,125
MERCURY GENL CORP NEW COM 371 -517 (58.2) 6,903
VAIL RESORTS INC COM 363 -573 (61.23) 2,773
CONSOLIDATED EDISON INC COM 362 -15 (4.06) 4,920
NORDIC AMERICAN TANKERS LIMITE COM 361 361 New 23,842
GRAPHIC PACKAGING HLDG CO COM 360 -2,405 (86.99) 27,257
GRIFFON CORP COM 359 -391 (52.09) 22,380