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 1,134
New Positions 153
Increased Positions 554
Decreased Positions 514
Positions with Activity 1,068
Sold Out Positions 145
Total Mkt Value (in $ millions) 5,255

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

Sector Weighting

Basic Materials 4.85%
Capital Goods 8.52%
Conglomerates 0.49%
Consumer Cyclical 4.39%
Consumer/Non-Cyclical 6.29%
Energy 11.04%
Financial 10.01%
Healthcare 8.52%
Services 30.57%
Technology 13.05%
Transportation 1.07%
Utilities 0.27%

1,134 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
INTERNATIONAL GAME TECHNOLOGY COM 5,689 105 1.88 331,724
AUTOZONE INC COM 5,662 5,662 New 10,877
DOMTAR CORP COM NEW 5,628 -2,364 (29.58) 138,156
MAGELLAN HEALTH INC COM NEW 5,536 588 11.89 87,994
IDT CORP CL B NEW 5,452 270 5.21 328,851
WESTMORELAND COAL CO COM 5,414 5,384 17,839.03 129,161
LIONS GATE ENTMNT CORP COM NEW 5,394 -24 (0.44) 168,240
AMERICAN EQTY INVT LIFE HLD CO COM 5,344 881 19.73 226,744
AVIS BUDGET GROUP COM 5,260 -470 (8.2) 88,420
NIKE INC CL B 5,259 896 20.54 67,840
TYLER TECHNOLOGIES INC COM 5,238 -1,768 (25.23) 60,516
NAVIOS MARITIME HOLDINGS INC COM 5,238 -226 (4.14) 609,793
LYONDELLBASELL INDUSTRIES N V SHS - A - 5,212 4,167 398.88 51,584
STRAYER ED INC COM 5,175 2,954 133.01 100,678
TJX COS INC NEW COM 5,156 3,420 197.02 97,311
PACKAGING CORP AMER COM 5,124 -297 (5.47) 75,727
ALTRIA GROUP INC COM 5,111 1,294 33.91 121,203
TIM HORTONS INC COM 5,072 4,193 477.15 91,340
CA INC COM 5,022 -37,413 (88.17) 176,708
INTER PARFUMS INC COM 4,981 -1,522 (23.4) 183,181


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