O'SHAUGHNESSY ASSET MANAGEMENT, LLC
6 SUBURBAN AVENUE, STAMFORD, Connecticut, 06901-2012, (203) 975-3333
Report Date: 03/31/2013
Position Statistics:
| Total Positions | 1,088 |
| New Positions | 141 |
| Increased Positions | 494 |
| Decreased Positions | 541 |
| Positions with Activity | 1,035 |
| Sold Out Positions | 143 |
| Total Mkt Value (in $ millions) |
3,860 |
Sector Weighting
| Basic Materials | 4.63% |
| Capital Goods | 9.52% |
| Conglomerates | 0.03% |
| Consumer Cyclical | 2.84% |
| Consumer/Non-Cyclical | 2.35% |
| Energy | 8.46% |
| Financial | 17.4% |
| Healthcare | 7.34% |
| Services | 34.01% |
| Technology | 11.82% |
| Transportation | 1.29% |
| Utilities | 0.3% |
Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.
541 DECREASED Positions as of 03/31/2013
| Company | Class | Value of Shares ($1,000s) |
Change in Value ($1,000s) | Change (%) | Shares Held |
|---|---|---|---|---|---|
| WYNN RESORTS LTD | COM | 97,819 | -3,735 | (3.68) | 690,618 |
| TRAVELERS COMPANIES INC | COM | 97,147 | -4,251 | (4.19) | 1,159,688 |
| ASTRAZENECA PLC | SPONSORED ADR | 93,299 | -717 | (0.76) | 1,782,209 |
| AMERIPRISE FINL INC | COM | 91,166 | -5,652 | (5.84) | 1,128,153 |
| NORTHROP GRUMMAN CORP | COM | 82,437 | -5,976 | (6.76) | 1,019,501 |
| DIRECTV | COM | 79,285 | -3,076 | (3.74) | 1,239,414 |
| VIACOM INC NEW | CL B | 78,921 | -2,343 | (2.88) | 1,134,576 |
| KOHLS CORP | COM | 72,798 | -3,561 | (4.66) | 1,397,809 |
| L-3 COMMUNICATIONS HLDGS INC | COM | 69,663 | -6,943 | (9.06) | 811,828 |
| LINCOLN NATL CORP IND | COM | 63,820 | -13 | (0.02) | 1,828,641 |
| GAP INC DEL | COM | 58,587 | -49,111 | (45.6) | 1,427,549 |
| AETNA INC NEW | COM | 57,705 | -10,136 | (14.94) | 969,335 |
| LOWES COS INC | COM | 56,664 | -2,356 | (3.99) | 1,318,693 |
| LOCKHEED MARTIN CORP | COM | 52,339 | -16,723 | (24.22) | 491,493 |
| INGERSOLL-RAND PLC | SHS | 37,691 | -4,597 | (10.87) | 659,390 |
| WYNDHAM WORLDWIDE CORP | COM | 35,418 | -9,624 | (21.37) | 583,583 |
| SAFEWAY INC | COM NEW | 34,108 | -11,592 | (25.37) | 1,458,213 |
| PFIZER INC | COM | 32,711 | -4,295 | (11.61) | 1,116,405 |
| TIME WARNER CABLE INC | COM | 31,524 | -15,913 | (33.55) | 329,886 |
| WELLPOINT INC | COM | 28,929 | -3,660 | (11.23) | 371,791 |
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