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 1,130
New Positions 130
Increased Positions 461
Decreased Positions 537
Positions with Activity 998
Sold Out Positions 137
Total Mkt Value (in $ millions) 5,384

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

Sector Weighting

Basic Materials 7.26%
Capital Goods 7.03%
Conglomerates 0.54%
Consumer Cyclical 2.99%
Consumer/Non-Cyclical 5.27%
Energy 13.15%
Financial 9.75%
Healthcare 6.32%
Services 31.8%
Technology 12.93%
Transportation 2.47%
Utilities 0.42%

1,130 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CHINA PETE & CHEM CORP SPON ADR H SHS 15,128 1,145 8.19 191,444
PHILIP MORRIS INTL INC COM 14,583 400 2.82 173,568
DELTA AIR LINES INC DEL COM NEW 14,520 -522 (3.47) 310,462
TELEFONICA S A SPONSORED ADR 14,153 11,422 418.15 939,173
TIME WARNER INC COM NEW 13,828 13,828 New 163,880
DOW CHEM CO COM 13,496 1,463 12.16 296,737
ALTRIA GROUP INC COM 13,144 2,542 23.97 256,360
DUN & BRADSTREET CORP DEL NEW COM 13,078 -10,731 (45.07) 109,046
GAP INC DEL COM 12,829 4,685 57.53 312,824
MASTERCARD INC CL A 12,281 -520 (4.06) 141,296
LABORATORY CORP AMER HLDGS COM NEW 12,223 3,234 35.98 114,831
CNOOC LTD SPONSORED ADR 12,163 3,931 47.74 92,794
CANADIAN NAT RES LTD COM 11,674 3,462 42.17 386,682
SKYWORKS SOLUTIONS INC COM 11,495 4,388 61.73 157,063
GREENBRIER COS INC COM 11,440 3,003 35.59 234,425
GENERAL DYNAMICS CORP COM 11,405 -11 (0.1) 81,567
SONIC CORP COM 11,376 -3,075 (21.28) 427,512
AMERICA MOVIL SAB DE CV SPON ADR L SHS 11,020 1,641 17.50 505,731
DR PEPPER SNAPPLE GROUP INC COM 10,930 8,017 275.19 151,161
ANDERSONS INC COM 10,617 -1,474 (12.19) 202,656


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