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 1,245
New Positions 212
Increased Positions 568
Decreased Positions 627
Positions with Activity 1,195
Sold Out Positions 219
Total Mkt Value (in $ millions) 5,080

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

Sector Weighting

Basic Materials 10.5%
Capital Goods 5.81%
Conglomerates 0.5%
Consumer Cyclical 3.73%
Consumer/Non-Cyclical 3.44%
Energy 14.89%
Financial 11.79%
Healthcare 5.45%
Services 27.14%
Technology 11.8%
Transportation 3.88%
Utilities 0.59%

1,245 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 8 8 New 136
SIERRA BANCORP COM 8 1 22.99 444
OSHKOSH CORP COM 7 -8 (53.3) 177
BIOGEN INC COM 7 -4,056 (99.82) 18
LIBERTY TAX INC CL A 7 -4 (34.98) 290
WAYSIDE TECHNOLOGY GROUP INC COM 7 -6 (45.14) 361
TOLL BROTHERS INC COM 7 7 New 184
VENTAS INC COM 7 6 753.85 111
MUTUALFIRST FINL INC COM 7 New 279
LEXMARK INTL NEW CL A 7 -2,637 (99.74) 156
POST PPTYS INC COM 7 New 121
FIRST INDUSTRIAL REALTY TRUST COM 7 New 345
WEINGARTEN RLTY INVS SH BEN INT 7 New 197
LIBERTY GLOBAL PLC SHS CL C 7 New 138
GLOBAL SOURCES LTD ORD 7 -4 (36.48) 916
AARONS INC COM PAR $0.50 7 1 21.48 181
KANSAS CITY SOUTHERN COM NEW 6 6 New 70
CROWN CRAFTS INC COM 6 -5 (42.28) 796
CROWN MEDIA HLDGS INC CL A 6 -5 (41.56) 1,402
JUNIPER PHARMACEUTICALS INC COM 6 1 20.65 672