O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

6 SUBURBAN AVENUE, STAMFORD, Connecticut, 06901-2012, (203) 975-3333

Report Date: 03/31/2014

Position Statistics

Total Positions 1,135
New Positions 153
Increased Positions 554
Decreased Positions 515
Positions with Activity 1,069
Sold Out Positions 146
Total Mkt Value (in $ millions) 5,268

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

Sector Weighting

Basic Materials 4.86%
Capital Goods 8.68%
Conglomerates 0.51%
Consumer Cyclical 4.39%
Consumer/Non-Cyclical 6.18%
Energy 11.1%
Financial 9.96%
Healthcare 8.6%
Services 30.49%
Technology 12.93%
Transportation 1.08%
Utilities 0.27%

1,069 Activity Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SEAGATE TECHNOLOGY PLC SHS 161,965 -22,118 (12.02) 2,722,106
DIRECTV COM 148,737 9,543 6.86 1,723,488
AT&T INC COM 127,880 13,699 12.00 3,598,198
NORTHROP GRUMMAN CORP COM 125,196 8,737 7.50 981,469
COCA COLA ENTERPRISES INC NEW COM 115,752 11,360 10.88 2,408,994
CENTURYLINK INC COM 112,992 31,394 38.47 3,006,705
FLOWSERVE CORP COM 102,175 5,006 5.15 1,311,954
AMERIPRISE FINL INC COM 101,941 -23,821 (18.94) 833,734
AMERISOURCEBERGEN CORP COM 101,700 -167 (0.16) 1,324,394
LORILLARD INC COM 99,550 17,721 21.66 1,639,219
VIACOM INC NEW CL B 98,670 7,709 8.48 1,145,466
ENI S P A SPONSORED ADR 87,767 1,377 1.59 1,655,353
WESTERN UN CO COM 87,092 7,346 9.21 4,970,995
L-3 COMMUNICATIONS HLDGS INC COM 86,016 -2,360 (2.67) 711,755
PFIZER INC COM 81,252 32,805 67.71 2,691,345
MARATHON PETE CORP COM 81,193 33,439 70.02 1,033,257
KOHLS CORP COM 78,606 2,957 3.91 1,530,496
BANK MONTREAL QUE COM 74,031 9,151 14.10 972,296
TELEFONICA BRASIL SA SPONSORED ADR 72,519 26,072 56.14 3,527,174
O REILLY AUTOMOTIVE INC NEW COM 70,791 -17,312 (19.65) 466,528