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 1,129
New Positions 140
Increased Positions 483
Decreased Positions 536
Positions with Activity 1,019
Sold Out Positions 95
Total Mkt Value (in $ millions) 5,511

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

Sector Weighting

Basic Materials 9.08%
Capital Goods 5.46%
Conglomerates 0.55%
Consumer Cyclical 2.85%
Consumer/Non-Cyclical 4.2%
Energy 15.16%
Financial 10.3%
Healthcare 6.31%
Services 29.49%
Technology 12.36%
Transportation 3.55%
Utilities 0.49%

1,129 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
DIRECTV COM 65,473 -57,900 (46.93) 724,256
WESTERN UN CO COM 1,743 -56,160 (96.99) 82,036
FLOWSERVE CORP COM 3,475 -43,019 (92.53) 61,338
LORILLARD INC COM 24,199 -38,757 (61.56) 344,568
NVIDIA CORP COM 42,040 -36,866 (46.72) 1,847,922
L-3 COMMUNICATIONS HLDGS INC COM 1,587 -35,411 (95.71) 13,862
TRANSOCEAN LTD REG SHS -28,352 Sold Out 0
CF INDS HLDGS INC COM 98,489 -27,010 (21.52) 334,429
TELEFONICA BRASIL SA SPONSORED ADR 35,158 -22,989 (39.54) 2,155,591
KOHLS CORP COM 80,780 -22,852 (22.05) 1,105,212
ECOPETROL S A SPONSORED ADS 12,087 -22,108 (64.65) 719,037
STANLEY BLACK & DECKER INC COM 930 -21,744 (95.9) 9,369
YAHOO INC COM 1,558 -21,208 (93.16) 36,657
KONINKLIJKE PHILIPS N V NY REG SH NEW 3,821 -18,626 (82.98) 132,806
COCA COLA ENTERPRISES INC NEW COM 98,716 -17,313 (14.92) 2,143,673
PFIZER INC COM 110,089 -16,850 (13.27) 3,230,301
FIFTH THIRD BANCORP COM 606 -16,077 (96.37) 29,965
MOTOROLA SOLUTIONS INC COM NEW 49,989 -15,105 (23.2) 829,281
LOCKHEED MARTIN CORP COM 13,747 -14,978 (52.14) 72,733
MOBILE TELESYSTEMS OJSC SPONSORED ADR 21,760 -14,437 (39.88) 1,817,889