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) 5,354

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

Sector Weighting

Basic Materials 8.74%
Capital Goods 5.71%
Conglomerates 0.61%
Consumer Cyclical 2.94%
Consumer/Non-Cyclical 4.18%
Energy 14.15%
Financial 10.37%
Healthcare 6.73%
Services 29.93%
Technology 12.23%
Transportation 3.74%
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
TECK RESOURCES LTD CL B 15,553 6,722 76.11 1,122,171
SIRIUS XM HLDGS INC COM 15,479 15,479 New 4,020,556
CORE MARK HOLDING CO INC COM 15,161 6,377 72.60 234,730
LABORATORY CORP AMER HLDGS COM NEW 15,107 506 3.47 118,810
CANON INC SPONSORED ADR 14,963 -9,806 (39.59) 420,905
CANADIAN NAT RES LTD COM 14,899 3,016 25.39 484,841
LOCKHEED MARTIN CORP COM 14,709 -16,026 (52.14) 72,733
SKYWORKS SOLUTIONS INC COM 14,555 -968 (6.23) 147,271
GENERAL DYNAMICS CORP COM 14,401 3,386 30.74 106,640
BALL CORP COM 14,212 3,416 31.64 204,994
ASSURANT INC COM 14,000 -1,529 (9.85) 229,770
STATOIL ASA SPONSORED ADR 13,912 9,488 214.44 777,648
POTASH CORP SASK INC COM 13,462 -6,965 (34.1) 420,302
PETROCHINA CO LTD SPONSORED ADR 12,946 5,786 80.80 121,432
STAPLES INC COM 12,917 5,184 67.03 801,534
DOW CHEM CO COM 12,889 -1,283 (9.05) 269,876
OPEN TEXT CORP COM 12,479 -1,755 (12.33) 235,011
KNIGHT TRANSN INC COM 12,466 4,862 63.94 393,879
SOUTHWEST AIRLS CO COM 12,187 5,415 79.97 275,467
TRIPLE-S MGMT CORP CL B 12,147 4,145 51.79 610,699