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
GOLDMAN SACHS GROUP INC COM 4,978 -84 (1.66) 27,581
AECOM TECHNOLOGY CORP DELAWARE COM 4,846 329 7.28 186,673
HFF INC CL A 4,735 531 12.62 122,968
FRONTIER COMMUNICATIONS CORP COM 4,653 3,682 379.07 678,340
GILEAD SCIENCES INC COM 4,580 -3,003 (39.6) 43,396
MARRIOTT INTL INC NEW CL A 4,449 3,954 798.19 56,667
AMERICAN EQTY INVT LIFE HLD CO COM 4,401 -1,054 (19.32) 165,459
NOBLE CORP PLC SHS USD 4,360 2,494 133.70 263,740
MAGELLAN HEALTH INC COM NEW 4,357 -917 (17.39) 71,169
STATOIL ASA SPONSORED ADR 4,353 527 13.76 247,311
BIOGEN IDEC INC COM 4,325 -3,665 (45.87) 12,098
HELEN OF TROY CORP LTD COM 4,275 23 .55 56,549
HONEYWELL INTL INC COM 4,218 -3,740 (47) 41,156
LIVE NATION ENTERTAINMENT INC COM 4,211 -4,052 (49.03) 165,348
HURON CONSULTING GROUP INC COM 4,192 -780 (15.68) 58,524
GILDAN ACTIVEWEAR INC COM 4,190 -4,278 (50.52) 72,389
MICRON TECHNOLOGY INC COM 4,160 2,028 95.14 134,402
ACUITY BRANDS INC COM 4,159 -752 (15.31) 27,388
ENCANA CORP COM 4,143 29 .69 309,670
INTEL CORP COM 4,134 -4,195 (50.37) 113,424