O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 03/31/2013

Position Statistics:

Total Positions 1,087
New Positions 141
Increased Positions 494
Decreased Positions 539
Positions with Activity 1,033
Sold Out Positions 141
Total Mkt Value
(in $ millions)
3,816

Sector Weighting

Basic Materials 4.56%
Capital Goods 9.66%
Conglomerates 0.03%
Consumer Cyclical 2.98%
Consumer/Non-Cyclical 2.32%
Energy 8.12%
Financial 17.46%
Healthcare 7.27%
Services 33.86%
Technology 12.18%
Transportation 1.27%
Utilities 0.29%

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

1,033 Activity Positions as of 03/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
SEAGATE TECHNOLOGY PLC SHS 108,182 51,556 91.05 2,474,433
TRAVELERS COMPANIES INC COM 95,268 -4,169 (4.19) 1,159,688
WYNN RESORTS LTD COM 93,330 -3,564 (3.68) 690,618
AMERIPRISE FINL INC COM 92,351 -5,725 (5.84) 1,128,153
ASTRAZENECA PLC SPONSORED ADR 90,536 -696 (0.76) 1,782,209
NORTHROP GRUMMAN CORP COM 84,496 -6,125 (6.76) 1,019,501
CONOCOPHILLIPS COM 83,724 1,072 1.30 1,371,845
DIRECTV COM 76,844 -2,982 (3.74) 1,239,414
VIACOM INC NEW CL B 75,756 -2,249 (2.88) 1,134,576
MOTOROLA SOLUTIONS INC COM NEW 74,252 13,299 21.82 1,304,270
KOHLS CORP COM 72,896 -3,566 (4.66) 1,397,809
L-3 COMMUNICATIONS HLDGS INC COM 69,850 -6,962 (9.06) 811,828
CA INC COM 65,033 24,230 59.38 2,301,230
LINCOLN NATL CORP IND COM 63,143 -13 (0.02) 1,828,641
SLM CORP COM 60,690 19,230 46.38 2,640,997
GAP INC DEL COM 59,215 -49,637 (45.6) 1,427,549
AETNA INC NEW COM 58,674 -10,306 (14.94) 969,335
KROGER CO COM 57,629 1,063 1.88 1,656,477
LOWES COS INC COM 54,277 -2,256 (3.99) 1,318,693
LOCKHEED MARTIN CORP COM 52,934 -16,913 (24.22) 491,493

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