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 1,125
New Positions 137
Increased Positions 502
Decreased Positions 526
Positions with Activity 1,028
Sold Out Positions 126
Total Mkt Value (in $ millions) 5,447

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

Sector Weighting

Basic Materials 5.76%
Capital Goods 7.46%
Conglomerates 0.73%
Consumer Cyclical 3.62%
Consumer/Non-Cyclical 5.75%
Energy 15.02%
Financial 9.19%
Healthcare 6.71%
Services 31.34%
Technology 12.73%
Transportation 1.25%
Utilities 0.4%

1,125 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
ASTRAZENECA PLC SPONSORED ADR -69,320 Sold Out 0
NAVIENT CORP COM -47,939 Sold Out 0
AMERIPRISE FINL INC COM 60,741 -44,302 (42.18) 482,106
AMERISOURCEBERGEN CORP COM 61,433 -39,711 (39.26) 804,410
XEROX CORP COM 22,968 -36,515 (61.39) 1,675,239
WESTERN DIGITAL CORP COM 5,403 -32,661 (85.81) 52,606
SUN LIFE FINL INC COM 21,325 -31,167 (59.38) 567,897
APPLIED MATLS INC COM 18,724 -25,883 (58.02) 827,416
O REILLY AUTOMOTIVE INC NEW COM 48,162 -24,290 (33.53) 310,123
SLM CORP COM -24,118 Sold Out 0
ST JUDE MED INC COM 27,383 -23,829 (46.53) 421,984
KROGER CO COM 16,089 -22,360 (58.16) 316,348
FLOWSERVE CORP COM 78,492 -21,046 (21.14) 1,034,560
MYLAN INC COM 260 -19,014 (98.65) 5,411
WESTERN UN CO COM 71,660 -15,482 (17.77) 4,087,851
AMERICAN EXPRESS CO COM 418 -15,366 (97.35) 4,684
LOCKHEED MARTIN CORP COM 29,414 -14,798 (33.47) 166,632
SEAGATE TECHNOLOGY PLC SHS 152,877 -13,661 (8.2) 2,498,809
GENERAL MTRS CO COM -13,466 Sold Out 14
BARRETT BUSINESS SERVICES INC COM 668 -11,131 (94.34) 10,781