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) 5,261

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 5.7%
Conglomerates 0.52%
Consumer Cyclical 3.66%
Consumer/Non-Cyclical 3.44%
Energy 14.92%
Financial 11.7%
Healthcare 5.44%
Services 27.1%
Technology 12.23%
Transportation 3.93%
Utilities 0.6%

1,243 Positions as of 03/31/2015

Company ▲ Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
1 800 FLOWERS COM CL A 257 246 2,215.61 26,259
3M CO COM 1,578 456 40.69 9,803
A H BELO CORP COM CL A 5 -5 (48.62) 821
AAON INC COM PAR $0.004 -1,251 Sold Out 0
AAR CORP COM 97 -33 (25.14) 3,138
AARONS INC COM PAR $0.50 6 1 21.48 181
ABB LTD SPONSORED ADR 2,522 2,511 22,887.75 116,318
ABBOTT LABS COM 1 1 New 14
ABBVIE INC COM 1 1 New 14
ABERCROMBIE & FITCH CO CL A 35 25 256.09 1,695
ABM INDS INC COM 1 1 New 46
ABRAXAS PETE CORP COM 112 -84 (42.96) 37,694
ACCO BRANDS CORP COM 469 -76 (13.86) 60,639
ACE LIMITED SHS 2 2 New 14
ACETO CORP COM -784 Sold Out 0
ACME UTD CORP COM 1 New 63
ACTAVIS PLC SHS 13 13 New 43
ACUITY BRANDS INC COM 181 -4,027 (95.69) 999
ADAMS RES & ENERGY INC COM NEW 7 -1 (11.28) 181
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 497 -73 (12.77) 71,563