O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 1,187
New Positions 164
Increased Positions 477
Decreased Positions 611
Positions with Activity 1,088
Sold Out Positions 205
Total Mkt Value (in $ millions) 4,553

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

Sector Weighting

Basic Materials 10.82%
Capital Goods 7.45%
Conglomerates 0.9%
Consumer Cyclical 4.17%
Consumer/Non-Cyclical 3.92%
Energy 14.16%
Financial 13.88%
Healthcare 3.56%
Services 25.42%
Technology 11.13%
Transportation 3.53%
Utilities 0.53%

1,187 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
COACH INC COM 19,111 6,565 52.33 641,296
EXPRESS SCRIPTS HLDG CO COM 19,053 248 1.32 228,207
BOEING CO COM 18,148 6,838 60.46 138,930
DR PEPPER SNAPPLE GROUP INC COM 17,759 -807 (4.35) 231,816
STATOIL ASA SPONSORED ADR 17,662 1,128 6.83 1,175,905
DISCOVERY COMMUNICATNS NEW COM SER A 17,385 7,767 80.76 649,899
GAP INC DEL COM 17,235 20 .12 528,020
GROUPE CGI INC CL A SUB VTG 16,793 4,584 37.55 458,189
CONCORDIA HEALTHCARE CORP COM 15,970 15,970 New 200,099
XEROX CORP COM 15,952 507 3.28 1,599,974
CIT GROUP INC COM NEW 15,750 3,254 26.04 371,729
CORE MARK HOLDING CO INC COM 15,442 -1,271 (7.6) 256,212
CHINA MOBILE LIMITED SPONSORED ADR 14,911 -17,563 (54.08) 256,073
STARBUCKS CORP COM 13,991 9,173 190.38 253,189
SHAW COMMUNICATIONS INC CL B CONV 13,928 -5,362 (27.8) 713,505
SANDISK CORP COM 13,815 6,079 78.57 255,597
PRUDENTIAL FINL INC COM 13,442 5,590 71.18 170,287
RIO TINTO PLC SPONSORED ADR 13,265 1,111 9.14 376,836
ASSURANT INC COM 13,243 -1,679 (11.25) 181,193
HARTFORD FINL SVCS GROUP INC COM 12,936 12,892 29,158.35 283,806