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 1,129
New Positions 140
Increased Positions 482
Decreased Positions 537
Positions with Activity 1,019
Sold Out Positions 95
Total Mkt Value (in $ millions) 5,562

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

Sector Weighting

Basic Materials 8.85%
Capital Goods 5.54%
Conglomerates 0.59%
Consumer Cyclical 2.87%
Consumer/Non-Cyclical 4.14%
Energy 14.82%
Financial 10.35%
Healthcare 6.51%
Services 29.79%
Technology 12.22%
Transportation 3.64%
Utilities 0.5%

1,129 Positions as of 12/31/2014

Company Class ▲ Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
AVIVA PLC ADR 569 -38 (6.18) 35,258
BT GROUP PLC ADR 913 -435 (32.29) 12,888
DR REDDYS LABS LTD ADR 17 New 315
PARTNER COMMUNICATIONS CO LTD ADR -5 Sold Out 0
PRUDENTIAL PLC ADR 18 New 373
SOUFUN HLDGS LTD ADR 80 -23 (21.92) 9,999
TEVA PHARMACEUTICAL INDS LTD ADR 175 20 12.62 2,722
SONY CORP ADR NEW 31 31 New 1,001
TAL ED GROUP ADS REPSTG COM 925 -1,891 (67.16) 25,516
SPDR SERIES TRUST BRC HGH YLD BD -82 Sold Out 0
1 800 FLOWERS COM CL A 13 13 New 1,134
ABERCROMBIE & FITCH CO CL A 11 -840 (98.72) 476
AMERICAN SOFTWARE INC CL A 245 15 6.35 23,868
APARTMENT INVT & MGMT CO CL A 17 4 33.44 439
APOLLO ED GROUP INC CL A (51.16) 21
BGC PARTNERS INC CL A 4,908 1,108 29.16 510,174
BOOZ ALLEN HAMILTON HLDG CORP CL A 2,581 845 48.66 88,955
BROADCOM CORP CL A 16 -3 (15.89) 360
CALAMOS ASSET MGMT INC CL A 1,395 54 4.05 112,892
CATO CORP NEW CL A 1,125 804 249.64 26,639