O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 1,135
New Positions 153
Increased Positions 554
Decreased Positions 515
Positions with Activity 1,069
Sold Out Positions 146
Total Mkt Value (in $ millions) 5,235

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

Sector Weighting

Basic Materials 4.78%
Capital Goods 8.42%
Conglomerates 0.51%
Consumer Cyclical 4.41%
Consumer/Non-Cyclical 6.38%
Energy 11.06%
Financial 9.97%
Healthcare 8.53%
Services 30.55%
Technology 13.09%
Transportation 1.07%
Utilities 0.28%

515 DECREASED Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SEAGATE TECHNOLOGY PLC SHS 160,141 -21,868 (12.02) 2,722,106
AMERIPRISE FINL INC COM 100,273 -23,431 (18.94) 833,734
AMERISOURCEBERGEN CORP COM 96,575 -158 (0.16) 1,324,394
L-3 COMMUNICATIONS HLDGS INC COM 84,720 -2,325 (2.67) 711,755
O REILLY AUTOMOTIVE INC NEW COM 71,654 -17,523 (19.65) 466,528
ASTRAZENECA PLC SPONSORED ADR 70,422 -20,831 (22.83) 942,484
LOWES COS INC COM 68,668 -3,273 (4.55) 1,454,827
MOTOROLA SOLUTIONS INC COM NEW 67,055 -10,036 (13.02) 1,009,111
MAGNA INTL INC COM 60,358 -7,873 (11.54) 549,306
XEROX CORP COM 53,799 -22,918 (29.87) 4,338,630
ORANGE SPONSORED ADR 50,539 -13,473 (21.05) 3,281,725
YAHOO INC COM 48,712 -1,227 (2.46) 1,394,566
NAVIENT CORP COM 48,129 -10,356 (17.71) 2,706,901
APPLIED MATLS INC COM 45,080 -3,747 (7.68) 1,971,144
LOCKHEED MARTIN CORP COM 39,619 -1,929 (4.64) 250,465
KROGER CO COM 37,021 -38,966 (51.28) 755,992
SUNCOR ENERGY INC NEW COM 30,643 -2,332 (7.07) 725,269
CONOCOPHILLIPS COM 29,827 -31,775 (51.58) 348,156
VERIZON COMMUNICATIONS INC COM 24,885 -1,992 (7.41) 501,310
BLOCK H & R INC COM 24,288 -10,498 (30.18) 745,018