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 1,132
New Positions 140
Increased Positions 483
Decreased Positions 538
Positions with Activity 1,021
Sold Out Positions 96
Total Mkt Value (in $ millions) 5,539

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

Sector Weighting

Basic Materials 8.98%
Capital Goods 5.62%
Conglomerates 0.59%
Consumer Cyclical 2.88%
Consumer/Non-Cyclical 4.13%
Energy 14.37%
Financial 10.16%
Healthcare 6.28%
Services 30%
Technology 12.57%
Transportation 3.74%
Utilities 0.47%

1,132 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) ▲ Shares Held
1ST SOURCE CORP COM -279 Sold Out 0
ABBVIE INC COM -536 Sold Out 0
ACXIOM CORP COM -346 Sold Out 0
ADDUS HOMECARE CORP COM -2 Sold Out 0
ALAMO GROUP INC COM -104 Sold Out 0
AMBEV SA SPONSORED ADR -53 Sold Out 0
AUTOBYTEL INC COM NEW -12 Sold Out 0
AVIV REIT INC MD COM -15 Sold Out 0
BALLANTYNE STRONG INC COM -1 Sold Out 0
BARRETT BUSINESS SERVICES INC COM Sold Out 0
BASIC ENERGY SVCS INC NEW COM -253 Sold Out 0
BURGER KING WORLDWIDE INC COM -2,309 Sold Out 0
C&J ENERGY SVCS INC COM -3 Sold Out 0
CAESARSTONE SDOT-YAM LTD ORD SHS -6 Sold Out 0
CBOE HLDGS INC COM -1 Sold Out 0
CDN IMPERIAL BK COMM TORONTO O COM -2,342 Sold Out 0
CIMAREX ENERGY CO COM -8 Sold Out 0
CINEDIGM CORP COM -2 Sold Out 0
CLOUD PEAK ENERGY INC COM -147 Sold Out 0
COLUMBUS MCKINNON CORP N Y COM -284 Sold Out 0