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 1,131
New Positions 140
Increased Positions 482
Decreased Positions 538
Positions with Activity 1,020
Sold Out Positions 96
Total Mkt Value (in $ millions) 5,374

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

Sector Weighting

Basic Materials 8.71%
Capital Goods 5.72%
Conglomerates 0.61%
Consumer Cyclical 2.98%
Consumer/Non-Cyclical 4.14%
Energy 14.19%
Financial 10.42%
Healthcare 6.72%
Services 29.91%
Technology 12.18%
Transportation 3.75%
Utilities 0.47%

1,131 Positions as of 12/31/2014

Company ▲ Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
1 800 FLOWERS COM CL A 13 13 New 1,134
1ST SOURCE CORP COM -290 Sold Out 0
3M CO COM 1,149 726 171.23 6,968
A H BELO CORP COM CL A 13 -4 (22.77) 1,598
AAON INC COM PAR $0.004 1,263 -10,356 (89.13) 51,475
AAR CORP COM 129 -312 (70.77) 4,192
AARONS INC COM PAR $0.50 4 -1 (21.99) 149
ABB LTD SPONSORED ADR 11 -30 (73.8) 506
ABBVIE INC COM -518 Sold Out 0
ABERCROMBIE & FITCH CO CL A 10 -809 (98.72) 476
ABRAXAS PETE CORP COM 215 -373 (63.48) 66,088
ACCO BRANDS CORP COM 585 20 3.53 70,397
ACETO CORP COM 729 -1,034 (58.65) 33,118
ACME UTD CORP COM 1 New 63
ACUITY BRANDS INC COM 3,895 -710 (15.42) 23,165
ACXIOM CORP COM -320 Sold Out 0
ADAMS RES & ENERGY INC COM NEW 14 -2 (14.29) 204
ADDUS HOMECARE CORP COM -2 Sold Out 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 591 -178 (23.11) 82,035
ADVENT SOFTWARE INC COM 15 -501 (97.1) 339