O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 1,125
New Positions 136
Increased Positions 502
Decreased Positions 526
Positions with Activity 1,028
Sold Out Positions 126
Total Mkt Value (in $ millions) 5,408

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

Sector Weighting

Basic Materials 5.7%
Capital Goods 7.65%
Conglomerates 0.71%
Consumer Cyclical 3.51%
Consumer/Non-Cyclical 5.74%
Energy 14.48%
Financial 9.29%
Healthcare 6.8%
Services 31.65%
Technology 12.79%
Transportation 1.25%
Utilities 0.38%

526 DECREASED Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
DIRECTV COM 148,237 -2,948 (1.95) 1,689,883
SEAGATE TECHNOLOGY PLC SHS 145,706 -13,020 (8.2) 2,498,809
LORILLARD INC COM 91,644 -5,725 (5.88) 1,542,831
KOHLS CORP COM 91,040 -3,836 (4.04) 1,468,620
ENI S P A SPONSORED ADR 80,420 -30 (0.04) 1,654,737
FLOWSERVE CORP COM 76,123 -20,411 (21.14) 1,034,560
LOWES COS INC COM 76,030 -2,661 (3.38) 1,405,622
L-3 COMMUNICATIONS HLDGS INC COM 70,135 -11,176 (13.75) 613,923
WESTERN UN CO COM 68,349 -14,766 (17.77) 4,087,851
AMERISOURCEBERGEN CORP COM 62,205 -40,210 (39.26) 804,410
AMERIPRISE FINL INC COM 61,059 -44,534 (42.18) 482,106
MACYS INC COM 53,626 -60 (0.11) 892,286
PPG INDS INC COM 53,555 -2,761 (4.9) 264,065
O REILLY AUTOMOTIVE INC NEW COM 47,706 -24,060 (33.53) 310,123
YAHOO INC COM 47,522 -9,558 (16.74) 1,161,057
LAM RESEARCH CORP COM 32,295 -66 (0.2) 425,209
REYNOLDS AMERICAN INC COM 31,860 -5,567 (14.88) 554,192
LOCKHEED MARTIN CORP COM 30,117 -15,152 (33.47) 166,632
ST JUDE MED INC COM 26,264 -22,856 (46.53) 421,984
EXXON MOBIL CORP COM 25,017 -4,808 (16.12) 257,589