O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 1,135
New Positions 153
Increased Positions 554
Decreased Positions 515
Positions with Activity 1,069
Sold Out Positions 146
Total Mkt Value (in $ millions) 5,260

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

Sector Weighting

Basic Materials 4.8%
Capital Goods 8.41%
Conglomerates 0.51%
Consumer Cyclical 4.43%
Consumer/Non-Cyclical 6.34%
Energy 11.14%
Financial 9.96%
Healthcare 8.52%
Services 30.55%
Technology 13.06%
Transportation 1.07%
Utilities 0.28%

1,135 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
HALLIBURTON CO COM 42,149 32,885 354.98 596,421
REYNOLDS AMERICAN INC COM 40,800 1,328 3.36 651,033
LOCKHEED MARTIN CORP COM 39,556 -1,926 (4.64) 250,465
KROGER CO COM 37,263 -39,220 (51.28) 755,992
WESTERN DIGITAL CORP COM 34,947 1,659 4.98 370,595
TRAVELERS COMPANIES INC COM 32,997 5,035 18.01 348,437
EXXON MOBIL CORP COM 31,800 693 2.23 307,096
ROYAL DUTCH SHELL PLC SPONS ADR A 31,729 8,225 34.99 385,618
HOME DEPOT INC COM 31,681 11,097 53.91 392,427
SUNCOR ENERGY INC NEW COM 31,020 -2,361 (7.07) 725,269
LAM RESEARCH CORP COM 30,473 1,530 5.29 426,073
DUN & BRADSTREET CORP DEL NEW COM 30,371 1,031 3.52 274,233
CONOCOPHILLIPS COM 29,872 -31,823 (51.58) 348,156
THE ADT CORPORATION COM 27,556 13,191 91.83 821,330
TRANSOCEAN LTD REG SHS 26,476 13,284 100.69 604,188
NIPPON TELEG & TEL CORP SPONSORED ADR 25,347 10,588 71.74 787,673
GRUPO FINANCIERO SANTANDER MEX SPON ADR SHS B 24,918 24,918 New 1,837,641
VERIZON COMMUNICATIONS INC COM 24,514 -1,962 (7.41) 501,310
BLOCK H & R INC COM 24,511 -10,594 (30.18) 745,018
AAON INC COM PAR $0.004 22,842 950 4.34 695,976


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