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%

221 Sold Out Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AAON INC COM PAR $0.004 -1,245 Sold Out 0
ACETO CORP COM -783 Sold Out 0
ADVENT SOFTWARE INC COM -15 Sold Out 0
AERCAP HOLDINGS NV SHS -862 Sold Out 0
AES CORP COM -140 Sold Out 0
AFFILIATED MANAGERS GROUP COM -13 Sold Out 0
AIRMEDIA GROUP INC SPONSORED ADR -5 Sold Out 0
ALLIANCE HEALTHCARE SRVCS INC COM PAR $0.01 -2 Sold Out 0
ALLIED MOTION TECHNOLOGIES INC COM -5 Sold Out 0
ALLIED WRLD ASSUR COM HLDG AG SHS -969 Sold Out 0
ALON USA ENERGY INC COM -23 Sold Out 0
AMERICAN SOFTWARE INC CL A -217 Sold Out 0
AMERIPRISE FINL INC COM -5,620 Sold Out 0
AON PLC SHS CL A -222 Sold Out 0
APOLLO ED GROUP INC CL A Sold Out 0
ARC DOCUMENT SOLUTIONS INC COM -1 Sold Out 0
AROTECH CORP COM NEW -6 Sold Out 0
ASHFORD INC COM -2 Sold Out 0
ASPEN TECHNOLOGY INC COM -411 Sold Out 0
ATLANTIC TELE NETWORK INC COM NEW -369 Sold Out 0