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 137
Increased Positions 502
Decreased Positions 526
Positions with Activity 1,028
Sold Out Positions 126
Total Mkt Value (in $ millions) 5,447

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

Sector Weighting

Basic Materials 5.76%
Capital Goods 7.46%
Conglomerates 0.73%
Consumer Cyclical 3.62%
Consumer/Non-Cyclical 5.75%
Energy 15.02%
Financial 9.19%
Healthcare 6.71%
Services 31.34%
Technology 12.73%
Transportation 1.25%
Utilities 0.4%

502 INCREASED Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CENTURYLINK INC COM 154,306 31,753 25.91 3,785,725
AT&T INC COM 142,363 17,325 13.86 4,096,763
MARATHON PETE CORP COM 129,332 36,143 38.78 1,433,999
NORTHROP GRUMMAN CORP COM 125,380 125 .10 982,451
COCA COLA ENTERPRISES INC NEW COM 115,768 834 .73 2,426,484
PFIZER INC COM 105,187 25,820 32.53 3,566,884
VIACOM INC NEW CL B 99,788 7,223 7.80 1,234,851
BANK MONTREAL QUE COM 84,076 9,520 12.77 1,096,451
QUEST DIAGNOSTICS INC COM 82,761 37,114 81.31 1,326,091
HALLIBURTON CO COM 75,125 34,282 83.94 1,097,029
NVIDIA CORP COM 73,676 664 .91 3,831,282
TELEFONICA BRASIL SA SPONSORED ADR 72,447 2,150 3.06 3,635,076
CF INDS HLDGS INC COM 67,334 18,708 38.47 259,297
MOTOROLA SOLUTIONS INC COM NEW 64,761 4,537 7.53 1,085,135
TRAVELERS COMPANIES INC COM 63,409 30,391 92.04 669,154
MAGNA INTL INC COM 63,156 683 1.09 555,314
ECOPETROL S A SPONSORED ADS 56,898 11,706 25.90 1,647,795
ORANGE SPONSORED ADR 53,966 3,428 6.78 3,504,310
BCE INC COM NEW 52,713 4,715 9.82 1,170,886
BP PLC SPONSORED ADR 50,216 7,561 17.73 1,038,370