O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 1,243
New Positions 210
Increased Positions 565
Decreased Positions 629
Positions with Activity 1,194
Sold Out Positions 221
Total Mkt Value (in $ millions) 5,277

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

Sector Weighting

Basic Materials 10.49%
Capital Goods 5.73%
Conglomerates 0.52%
Consumer Cyclical 3.65%
Consumer/Non-Cyclical 3.45%
Energy 14.96%
Financial 11.72%
Healthcare 5.36%
Services 27.12%
Technology 12.17%
Transportation 3.95%
Utilities 0.6%

1,243 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
LABORATORY CORP AMER HLDGS COM NEW 14,447 147 1.03 120,029
CANADIAN NAT RES LTD COM 14,433 -980 (6.36) 454,013
AUTOZONE INC COM 14,326 -8,772 (37.98) 20,705
SKYWORKS SOLUTIONS INC COM 14,204 -1,096 (7.16) 136,723
ANTHEM INC COM 14,201 11,429 412.41 86,264
STAPLES INC COM 14,061 1,020 7.82 864,236
FIRSTSERVICE CORP SUB VTG SH 13,719 -2,341 (14.58) 217,410
CIT GROUP INC COM NEW 13,638 9,566 234.94 294,933
ASSURANT INC COM 13,568 -1,702 (11.15) 204,158
UNION PAC CORP COM 13,436 2,702 25.17 128,006
FLUOR CORP NEW COM 13,203 13,203 New 224,199
CANON INC SPONSORED ADR 13,042 -1,879 (12.59) 367,901
PETROCHINA CO LTD SPONSORED ADR 12,955 -1,907 (12.83) 105,853
BOEING CO COM 12,758 5,882 85.55 86,585
TAKE-TWO INTERACTIVE SOFTWARE COM 12,238 668 5.78 442,925
MARRIOTT INTL INC NEW CL A 12,159 1,444 13.48 151,101
AMERICA MOVIL SAB DE CV SPON ADR L SHS 12,005 1,193 11.04 583,884
DISCOVERY COMMUNICATNS NEW COM SER A 11,972 11,102 1,276.14 359,530
KNIGHT TRANSN INC COM 11,789 -299 (2.47) 384,146
MOBILE TELESYSTEMS OJSC SPONSORED ADR 11,655 -9,069 (43.76) 1,022,358