O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 1,126
New Positions 136
Increased Positions 502
Decreased Positions 527
Positions with Activity 1,029
Sold Out Positions 126
Total Mkt Value (in $ millions) 5,071

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

Sector Weighting

Basic Materials 5.54%
Capital Goods 7.61%
Conglomerates 0.69%
Consumer Cyclical 3.62%
Consumer/Non-Cyclical 5.93%
Energy 13.47%
Financial 9.43%
Healthcare 7%
Services 32.3%
Technology 12.73%
Transportation 1.23%
Utilities 0.39%

1,126 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AMERICAN EQTY INVT LIFE HLD CO COM 4,877 -515 (9.55) 205,084
TARGA RES CORP COM 4,876 4,095 524.10 38,819
LILLY ELI & CO COM 4,803 1,397 41.01 74,259
WESTERN DIGITAL CORP COM 4,696 -28,387 (85.81) 52,606
RPC INC COM 4,660 4,657 155,594.22 269,351
UNITED INS HLDGS CORP COM 4,514 1,794 65.99 263,336
LIONS GATE ENTMNT CORP COM NEW 4,473 -635 (12.43) 147,324
CATERPILLAR INC DEL COM 4,414 4,356 7,526.47 46,674
WESTERN REFNG INC COM 4,399 -482 (9.88) 103,072
HURON CONSULTING GROUP INC COM 4,330 56 1.32 69,409
WINDSTREAM HLDGS INC COM 4,278 711 19.92 417,386
ACUITY BRANDS INC COM 4,258 1,113 35.39 32,340
THERMO FISHER SCIENTIFIC INC COM 4,196 -5,752 (57.82) 36,862
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 4,053 -296 (6.8) 111,649
NORTH AMERN ENERGY PARTNERS COM 3,994 3,223 418.31 711,958
DOLLAR TREE INC COM 3,962 218 5.84 68,831
KNIGHT TRANSN INC COM 3,945 3,537 867.72 142,158
GRAN TIERRA ENERGY INC COM 3,880 New 793,509
ROGERS COMMUNICATIONS INC CL B 3,859 318 8.98 99,891
TAL ED GROUP ADS REPSTG COM 3,850 -916 (19.22) 120,060


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