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 1,131
New Positions 140
Increased Positions 482
Decreased Positions 538
Positions with Activity 1,020
Sold Out Positions 96
Total Mkt Value (in $ millions) 5,374

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

Sector Weighting

Basic Materials 8.71%
Capital Goods 5.72%
Conglomerates 0.61%
Consumer Cyclical 2.98%
Consumer/Non-Cyclical 4.14%
Energy 14.19%
Financial 10.42%
Healthcare 6.72%
Services 29.91%
Technology 12.18%
Transportation 3.75%
Utilities 0.47%

1,131 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AGRIUM INC COM 24,357 5,948 32.31 233,597
CISCO SYS INC COM 24,293 18,113 293.13 882,571
AUTOZONE INC COM 22,773 261 1.16 33,383
LORILLARD INC COM 22,518 -36,064 (61.56) 344,568
BED BATH & BEYOND INC COM 22,006 21,913 23,706.06 286,625
CNOOC LTD SPONSORED ADR 21,729 8,569 65.11 153,216
TIME WARNER INC COM NEW 21,205 7,367 53.24 251,130
SANDISK CORP COM 20,933 461 2.25 329,037
BHP BILLITON PLC SPONSORED ADR 19,377 10,214 111.46 437,791
REYNOLDS AMERICAN INC COM 19,363 -1,648 (7.85) 280,988
JUNIPER NETWORKS INC COM 19,228 19,228 New 851,560
THE ADT CORPORATION COM 19,187 -15,766 (45.11) 462,115
VERISIGN INC COM 19,135 -204 (1.06) 285,718
INTUITIVE SURGICAL INC COM NEW 18,708 328 1.79 37,043
ENSCO PLC SHS CLASS A 18,419 4,051 28.20 874,193
MOBILE TELESYSTEMS OJSC SPONSORED ADR 18,361 -12,182 (39.88) 1,817,889
CHINA PETE & CHEM CORP SPON ADR H SHS 18,151 2,895 18.97 227,766
DR PEPPER SNAPPLE GROUP INC COM 17,316 5,453 45.97 220,647
XEROX CORP COM 17,241 14,709 580.94 1,341,733
FIRSTSERVICE CORP SUB VTG SH 16,472 9,085 123.00 254,505