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 1,244
New Positions 212
Increased Positions 568
Decreased Positions 626
Positions with Activity 1,194
Sold Out Positions 218
Total Mkt Value (in $ millions) 5,026

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

Sector Weighting

Basic Materials 9.77%
Capital Goods 6.02%
Conglomerates 0.48%
Consumer Cyclical 3.64%
Consumer/Non-Cyclical 3.61%
Energy 14.5%
Financial 12.07%
Healthcare 5.76%
Services 26.97%
Technology 12.02%
Transportation 4.07%
Utilities 0.61%

1,244 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
AT&T INC COM 135,431 -71,967 (34.7) 3,891,708
PFIZER INC COM 68,929 -46,490 (40.28) 1,929,153
PPG INDS INC COM -45,744 Sold Out 0
ENI S P A SPONSORED ADR 564 -39,985 (98.61) 16,303
QUEST DIAGNOSTICS INC COM 50,583 -39,787 (44.03) 688,293
NVIDIA CORP COM -36,995 Sold Out 0
REYNOLDS AMERICAN INC COM -32,537 Sold Out 0
MOTOROLA SOLUTIONS INC COM NEW 22,043 -27,598 (55.6) 368,242
LOWES COS INC COM 63,170 -20,996 (24.95) 917,369
CF INDS HLDGS INC COM 78,602 -20,255 (20.49) 1,329,530
KOHLS CORP COM 48,729 -19,264 (28.33) 792,084
MACYS INC COM 36,317 -18,592 (33.86) 523,824
TELEFONICA BRASIL SA SPONSORED ADR 9,826 -18,369 (65.15) 751,213
WYNDHAM WORLDWIDE CORP COM 10,604 -18,064 (63.01) 129,702
HALLIBURTON CO COM 34,995 -18,035 (34.01) 827,507
NORTHROP GRUMMAN CORP COM 150,253 -17,171 (10.26) 856,584
THE ADT CORPORATION COM -15,717 Sold Out 0
CHINA PETE & CHEM CORP SPON ADR H SHS 2,155 -15,137 (87.54) 28,386
NIPPON TELEG & TEL CORP SPONSORED ADR 35,964 -14,805 (29.16) 918,626
ENSCO PLC SHS CLASS A -14,538 Sold Out 1