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 461
Decreased Positions 536
Positions with Activity 997
Sold Out Positions 136
Total Mkt Value (in $ millions) 5,411

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

Sector Weighting

Basic Materials 7.66%
Capital Goods 7.11%
Conglomerates 0.59%
Consumer Cyclical 2.86%
Consumer/Non-Cyclical 5.28%
Energy 12.91%
Financial 9.42%
Healthcare 6.48%
Services 32.07%
Technology 12.61%
Transportation 2.54%
Utilities 0.42%

1,129 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AIR INDS GROUP COM NEW 10 3 51.61 940
CAPELLA EDUCATION COMPANY COM 9 -5 (34.3) 136
COURIER CORP COM 9 -7 (40.8) 486
WELLS FARGO & CO NEW COM 9 -1 (11.56) 176
AUTOBYTEL INC COM NEW 9 -3 (24.56) 894
LAS VEGAS SANDS CORP COM 9 -3 (23.85) 166
FRISCHS RESTAURANTS INC COM 9 New 343
CASEYS GEN STORES INC COM 9 New 96
INFORMATION SERVICES GROUP INC COM 9 -8 (49.05) 2,164
PAYCHEX INC COM 9 -36 (80.26) 181
FISERV INC COM 9 -7 (43.69) 116
REPUBLIC SVCS INC COM 9 8 1,633.33 208
PSYCHEMEDICS CORP COM NEW 8 New 550
TELECOMMUNICATION SYS INC CL A 8 6 275.56 2,843
AU OPTRONICS CORP SPONSORED ADR 8 8 New 1,460
ALLIED MOTION TECHNOLOGIES INC COM 8 (3.36) 345
AROTECH CORP COM NEW 8 1 10.84 3,528
DUKE REALTY CORP COM NEW 8 6 261.39 365
ORION ENERGY SYSTEMS INC COM 8 -1 (10.28) 1,641
VISA INC COM CL A 8 New 31