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 460
Decreased Positions 537
Positions with Activity 997
Sold Out Positions 137
Total Mkt Value (in $ millions) 5,576

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

Sector Weighting

Basic Materials 7.45%
Capital Goods 6.87%
Conglomerates 0.6%
Consumer Cyclical 2.85%
Consumer/Non-Cyclical 5.07%
Energy 14.91%
Financial 9.58%
Healthcare 5.89%
Services 31.39%
Technology 12.45%
Transportation 2.42%
Utilities 0.44%

1,129 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
HESS CORP COM 40,699 29,971 279.37 494,455
ROYAL BK CDA MONTREAL QUE COM 40,665 16,697 69.67 555,608
NIPPON TELEG & TEL CORP SPONSORED ADR 40,493 16,424 68.24 1,500,300
L-3 COMMUNICATIONS HLDGS INC COM 40,068 -36,071 (47.38) 323,076
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 40,021 15,001 59.96 1,133,888
ROYAL DUTCH SHELL PLC SPONS ADR A 38,950 4,848 14.22 551,459
INTERNATIONAL BUSINESS MACHS COM 38,613 17,215 80.46 238,706
TRANSOCEAN LTD REG SHS 38,108 10,345 37.26 1,505,664
CHINA MOBILE LIMITED SPONSORED ADR 37,459 9,841 35.63 604,470
WYNDHAM WORLDWIDE CORP COM 34,076 3,767 12.43 414,042
SUNCOR ENERGY INC NEW COM 33,369 4,514 15.64 946,910
VERIZON COMMUNICATIONS INC COM 33,366 6,178 22.72 676,245
SANDISK CORP COM 33,182 1,569 4.96 321,783
APPLE INC COM 31,266 3,464 12.46 265,866
GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 30,685 1,170 3.96 2,618,162
THE ADT CORPORATION COM 30,551 43 .14 841,847
EVEREST RE GROUP LTD COM 30,401 1,498 5.19 173,948
LOCKHEED MARTIN CORP COM 28,674 -2,764 (8.79) 151,980
CORNING INC COM 28,114 14,537 107.07 1,337,491
SHAW COMMUNICATIONS INC CL B CONV 27,829 1,878 7.24 1,026,141