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 1,126
New Positions 137
Increased Positions 503
Decreased Positions 526
Positions with Activity 1,029
Sold Out Positions 126
Total Mkt Value (in $ millions) 5,462

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

Sector Weighting

Basic Materials 5.74%
Capital Goods 7.43%
Conglomerates 0.75%
Consumer Cyclical 3.61%
Consumer/Non-Cyclical 5.77%
Energy 14.99%
Financial 9.17%
Healthcare 6.73%
Services 31.34%
Technology 12.8%
Transportation 1.24%
Utilities 0.39%

526 DECREASED Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SEAGATE TECHNOLOGY PLC SHS 156,375 -13,974 (8.2) 2,498,809
DIRECTV COM 146,090 -2,905 (1.95) 1,689,883
LORILLARD INC COM 92,107 -5,754 (5.88) 1,542,831
KOHLS CORP COM 86,340 -3,638 (4.04) 1,468,620
ENI S P A SPONSORED ADR 82,505 -31 (0.04) 1,654,737
FLOWSERVE CORP COM 78,513 -21,051 (21.14) 1,034,560
LOWES COS INC COM 73,809 -2,584 (3.38) 1,405,622
WESTERN UN CO COM 71,415 -15,429 (17.77) 4,087,851
L-3 COMMUNICATIONS HLDGS INC COM 67,501 -10,757 (13.75) 613,923
AMERISOURCEBERGEN CORP COM 62,253 -40,242 (39.26) 804,410
AMERIPRISE FINL INC COM 60,630 -44,221 (42.18) 482,106
MACYS INC COM 55,580 -62 (0.11) 892,286
PPG INDS INC COM 54,360 -2,802 (4.9) 264,065
O REILLY AUTOMOTIVE INC NEW COM 48,373 -24,396 (33.53) 310,123
YAHOO INC COM 44,712 -8,992 (16.74) 1,161,057
REYNOLDS AMERICAN INC COM 32,404 -5,662 (14.88) 554,192
LAM RESEARCH CORP COM 30,577 -62 (0.2) 425,209
LOCKHEED MARTIN CORP COM 28,994 -14,587 (33.47) 166,632
ST JUDE MED INC COM 27,678 -24,086 (46.53) 421,984
EXXON MOBIL CORP COM 25,620 -4,924 (16.12) 257,589