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) 4,214

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

Sector Weighting

Basic Materials 12.28%
Capital Goods 10.18%
Conglomerates 1.59%
Consumer Cyclical 5.65%
Consumer/Non-Cyclical 4.67%
Energy 7.33%
Financial 17.24%
Healthcare 2.75%
Services 20.78%
Technology 13.94%
Transportation 1.41%
Utilities 0.51%

1,083 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CINTAS CORP COM 6,448 -2,424 (27.32) 71,823
KROGER CO COM 6,329 -136 (2.1) 178,825
CIGNA CORPORATION COM 6,268 -751 (10.7) 45,244
INSPERITY INC COM 6,239 -1,923 (23.56) 118,227
ELECTRONIC ARTS INC COM 6,198 -518 (7.72) 100,215
CUMMINS INC COM 6,162 2,044 49.65 52,650
DOMINION DIAMOND CORP COM 6,124 -5,424 (46.97) 533,424
PROGRESSIVE CORP OHIO COM 6,085 3,621 146.91 186,661
MICROSOFT CORP COM 6,028 -693 (10.32) 120,866
QUANTA SVCS INC COM 5,950 5,950 New 250,862
APPLE INC COM 5,869 -1,587 (21.29) 62,612
SASOL LTD SPONSORED ADR 5,807 2,728 88.59 177,089
ASSURANT INC COM 5,436 -4,207 (43.63) 64,284
ENTERPRISE FINL SVCS CORP COM 5,421 4,666 617.92 198,075
CENTENE CORP DEL COM 5,232 -2,560 (32.85) 84,435
SPOK HLDGS INC COM 5,031 1,410 38.95 296,094
TELEFONICA S A SPONSORED ADR 4,872 -9,745 (66.67) 446,565
WAL-MART STORES INC COM 4,792 3,927 453.98 71,663
HEARTLAND FINL USA INC COM 4,697 -856 (15.42) 140,165
HOLOGIC INC COM 4,695 44 .94 139,764