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 1,242
New Positions 210
Increased Positions 565
Decreased Positions 628
Positions with Activity 1,193
Sold Out Positions 220
Total Mkt Value (in $ millions) 5,182

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

Sector Weighting

Basic Materials 10.41%
Capital Goods 5.75%
Conglomerates 0.51%
Consumer Cyclical 3.7%
Consumer/Non-Cyclical 3.46%
Energy 14.72%
Financial 11.65%
Healthcare 5.48%
Services 27.16%
Technology 12.31%
Transportation 3.94%
Utilities 0.61%

1,242 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
DUNKIN BRANDS GROUP INC COM 7 7 New 136
LEXMARK INTL NEW CL A 7 -2,699 (99.74) 156
BIOGEN INC COM 7 -3,946 (99.82) 18
SELECT INCOME REIT COM SH BEN INT 7 -8 (52.75) 301
POST PPTYS INC COM 7 New 121
MIDSOUTH BANCORP INC COM 7 New 502
FIRST INDUSTRIAL REALTY TRUST COM 7 New 345
LIBERTY TAX INC CL A 7 -4 (34.98) 290
WEINGARTEN RLTY INVS SH BEN INT 7 New 197
WAYSIDE TECHNOLOGY GROUP INC COM 7 -6 (45.14) 361
TOLL BROTHERS INC COM 7 7 New 184
MCKESSON CORP COM 7 -573 (98.85) 28
KANSAS CITY SOUTHERN COM NEW 6 6 New 70
CROWN CRAFTS INC COM 6 -5 (42.28) 796
EPR PPTYS COM SH BEN INT 6 -1 (9.24) 108
CURTISS WRIGHT CORP COM 6 -435 (98.59) 86
AARONS INC COM PAR $0.50 6 1 21.48 181
STRATEGIC HOTELS & RESORTS INC COM 6 New 500
MUTUALFIRST FINL INC COM 6 New 279
UNIFI INC COM NEW 6 -1 (13.7) 189