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 483
Decreased Positions 536
Positions with Activity 1,019
Sold Out Positions 95
Total Mkt Value (in $ millions) 5,511

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

Sector Weighting

Basic Materials 9.08%
Capital Goods 5.46%
Conglomerates 0.55%
Consumer Cyclical 2.85%
Consumer/Non-Cyclical 4.2%
Energy 15.16%
Financial 10.3%
Healthcare 6.31%
Services 29.49%
Technology 12.36%
Transportation 3.55%
Utilities 0.49%

1,129 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 -569 Sold Out 0
ACXIOM CORP COM -301 Sold Out 0
ADDUS HOMECARE CORP COM -2 Sold Out 0
ALAMO GROUP INC COM -126 Sold Out 0
AMBEV SA SPONSORED ADR -52 Sold Out 0
AUTOBYTEL INC COM NEW -13 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 -338 Sold Out 0
BURGER KING WORLDWIDE INC COM -2,309 Sold Out 0
C&J ENERGY SVCS LTD SHS -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 -2,443 Sold Out 0
CIMAREX ENERGY CO COM -9 Sold Out 0
CINEDIGM CORP COM -1 Sold Out 0
CLOUD PEAK ENERGY INC COM -116 Sold Out 0
COLUMBUS MCKINNON CORP N Y COM -271 Sold Out 0
COMSTOCK RES INC COM NEW -608 Sold Out 0