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) 5,386

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

Sector Weighting

Basic Materials 5.8%
Capital Goods 7.48%
Conglomerates 0.7%
Consumer Cyclical 3.65%
Consumer/Non-Cyclical 5.88%
Energy 15.08%
Financial 9.13%
Healthcare 6.74%
Services 31.11%
Technology 12.76%
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
AVIVA PLC ADR 704 422 149.19 41,019
BT GROUP PLC ADR 1,892 -110 (5.52) 30,148
CRH PLC ADR 70 New 2,955
KYOCERA CORP ADR 69 2 3.69 1,434
PARTNER COMMUNICATIONS CO LTD ADR 14 -177 (92.45) 1,951
PRUDENTIAL PLC ADR 18 -11 (38.14) 373
SOUFUN HLDGS LTD ADR 154 -19 (11.23) 13,111
TEVA PHARMACEUTICAL INDS LTD ADR 123 123 New 2,328
VALE S A ADR 37 New 2,650
TAL ED GROUP ADS REPSTG COM 4,084 -972 (19.22) 120,060
SPDR SERIES TRUST BRC HGH YLD BD 65 -5 (7.83) 1,565
1 800 FLOWERS COM CL A 3 -2 (41.35) 488
ABERCROMBIE & FITCH CO CL A 2,423 41 1.74 56,940
ALBANY INTL CORP CL A 330 -1,399 (80.91) 8,758
AMERICAN SOFTWARE INC CL A 217 17 8.54 23,978
APOLLO ED GROUP INC CL A 26 -3,356 (99.22) 945
BGC PARTNERS INC CL A 1,856 1,856 New 237,998
BOOZ ALLEN HAMILTON HLDG CORP CL A 996 560 128.29 46,195
CACI INTL INC CL A 28 -186 (86.91) 399
CALAMOS ASSET MGMT INC CL A 965 841 674.39 76,494