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 136
Increased Positions 502
Decreased Positions 526
Positions with Activity 1,028
Sold Out Positions 126
Total Mkt Value (in $ millions) 5,435

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

Sector Weighting

Basic Materials 5.72%
Capital Goods 7.62%
Conglomerates 0.7%
Consumer Cyclical 3.57%
Consumer/Non-Cyclical 5.69%
Energy 14.45%
Financial 9.31%
Healthcare 6.79%
Services 31.57%
Technology 12.88%
Transportation 1.27%
Utilities 0.39%

1,125 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) ▲ Shares Held
ACCENTURE PLC IRELAND SHS CLASS A -17 Sold Out 0
AEP INDS INC COM -3 Sold Out 0
ALBANY MOLECULAR RESH INC COM -347 Sold Out 0
ALLIANCE FIBER OPTIC PRODS INC COM NEW -10 Sold Out 0
ALLIANT TECHSYSTEMS INC COM -6,574 Sold Out 0
ALTRA INDL MOTION CORP COM -355 Sold Out 0
AMERCO COM -648 Sold Out 0
AMERICAN RAILCAR INDS INC COM -353 Sold Out 0
AMN HEALTHCARE SERVICES INC COM -4 Sold Out 0
ASPEN INSURANCE HOLDINGS LTD SHS -1 Sold Out 0
ASTRAZENECA PLC SPONSORED ADR -69,895 Sold Out 0
AVERY DENNISON CORP COM -13 Sold Out 0
BANK AMER CORP COM Sold Out 0
BECTON DICKINSON & CO COM -48 Sold Out 0
BIG 5 SPORTING GOODS CORP COM -2 Sold Out 0
BLACKROCK INC COM -273 Sold Out 0
BRIDGEPOINT ED INC COM -3 Sold Out 0
BRIGGS & STRATTON CORP COM -217 Sold Out 0
CHARTER COMMUNICATIONS INC DEL CL A NEW -443 Sold Out 0
CIMATRON LTD ORD -2 Sold Out 0