O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 1,129
New Positions 130
Increased Positions 461
Decreased Positions 536
Positions with Activity 997
Sold Out Positions 136
Total Mkt Value (in $ millions) 5,411

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

Sector Weighting

Basic Materials 7.66%
Capital Goods 7.11%
Conglomerates 0.59%
Consumer Cyclical 2.86%
Consumer/Non-Cyclical 5.28%
Energy 12.91%
Financial 9.42%
Healthcare 6.48%
Services 32.07%
Technology 12.61%
Transportation 2.54%
Utilities 0.42%

997 Activity Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CENTURYLINK INC COM 171,762 23,210 15.62 4,377,210
NORTHROP GRUMMAN CORP COM 155,487 2,038 1.33 995,498
SEAGATE TECHNOLOGY PLC SHS 153,784 -6,089 (3.81) 2,403,632
AT&T INC COM 151,086 14,377 10.52 4,527,602
MARATHON PETE CORP COM 141,596 16,609 13.29 1,624,552
CF INDS HLDGS INC COM 128,589 50,346 64.35 426,145
PFIZER INC COM 120,867 5,122 4.43 3,724,729
DIRECTV COM 116,317 -27,712 (19.24) 1,364,738
COCA COLA ENTERPRISES INC NEW COM 109,226 4,038 3.84 2,519,626
TRAVELERS COMPANIES INC COM 106,158 34,559 48.27 992,133
LOWES COS INC COM 98,757 771 .79 1,416,680
QUEST DIAGNOSTICS INC COM 98,083 4,076 4.34 1,383,588
VIACOM INC NEW CL B 90,083 6,360 7.60 1,328,655
KOHLS CORP COM 85,328 -3,054 (3.46) 1,417,874
HOME DEPOT INC COM 74,766 17,883 31.44 709,560
BANK MONTREAL QUE COM 73,746 4,494 6.49 1,167,608
NVIDIA CORP COM 71,831 -7,515 (9.47) 3,468,399
TELEFONICA BRASIL SA SPONSORED ADR 71,052 -1,395 (1.93) 3,565,092
MOTOROLA SOLUTIONS INC COM NEW 70,709 -346 (0.49) 1,079,855
ORANGE SPONSORED ADR 63,615 3,026 4.99 3,679,316