O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 12/31/2013

Position Statistics

Total Positions 1,094
New Positions 144
Increased Positions 520
Decreased Positions 495
Positions with Activity 1,015
Sold Out Positions 115
Total Mkt Value (in $ millions) 4,770

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

Sector Weighting

Basic Materials 4.31%
Capital Goods 9.27%
Conglomerates 0%
Consumer Cyclical 5.1%
Consumer/Non-Cyclical 5.94%
Energy 9.74%
Financial 11.4%
Healthcare 7.89%
Services 31.64%
Technology 13.4%
Transportation 1.04%
Utilities 0.18%

144 New Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
CF INDS HLDGS INC COM 21,835 21,835 New 90,101
THE ADT CORPORATION COM 12,939 12,939 New 428,157
HALLIBURTON CO COM 7,983 7,983 New 131,088
PHILIP MORRIS INTL INC COM 7,191 7,191 New 86,481
QUEST DIAGNOSTICS INC COM 6,756 6,756 New 113,584
GRAN TIERRA ENERGY INC COM 6,126 6,126 New 793,509
DELTA AIR LINES INC DEL COM NEW 4,609 4,609 New 136,531
NIKE INC CL B 4,166 4,166 New 56,278
ALTRIA GROUP INC COM 3,480 3,480 New 90,514
TRANSGLOBE ENERGY CORP COM 2,540 2,540 New 322,392
CDN IMPERIAL BK OF COMMERCE COM 2,464 2,464 New 28,148
PENGROWTH ENERGY CORP COM 2,003 2,003 New 313,025
TESCO CORP COM 1,251 1,251 New 62,844
BANCORPSOUTH INC COM 1,051 1,051 New 43,822
ENERSYS COM 1,050 1,050 New 15,806
NUTRI SYS INC NEW COM 959 959 New 67,046
ANIKA THERAPEUTICS INC COM 941 941 New 23,994
JUST ENERGY GROUP INC COM 856 856 New 110,062
ULTRA CLEAN HLDGS INC COM 758 758 New 68,901
EXTREME NETWORKS INC COM 735 735 New 129,587