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 1,134
New Positions 153
Increased Positions 554
Decreased Positions 514
Positions with Activity 1,068
Sold Out Positions 145
Total Mkt Value (in $ millions) 5,286

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

Sector Weighting

Basic Materials 4.87%
Capital Goods 8.66%
Conglomerates 0.51%
Consumer Cyclical 4.36%
Consumer/Non-Cyclical 6.23%
Energy 11.1%
Financial 9.96%
Healthcare 8.58%
Services 30.51%
Technology 12.94%
Transportation 1.08%
Utilities 0.27%

145 Sold Out Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ADVANCED ENERGY INDS COM -264 Sold Out 0
AETNA INC NEW COM -330 Sold Out 0
AIR METHODS CORP COM PAR $.06 -330 Sold Out 0
ALASKA COMMUNICATIONS SYS GRP COM -4 Sold Out 0
ALICO INC COM -4 Sold Out 0
AMERICAN AIRLS GROUP INC COM -82 Sold Out 0
AMERICAN WOODMARK CORP COM -12 Sold Out 0
AMGEN INC COM -689 Sold Out 0
APOGEE ENTERPRISES INC COM -1,811 Sold Out 0
ARCH CAP GROUP LTD ORD -39 Sold Out 0
ARRIS GROUP INC NEW COM -557 Sold Out 0
ASTRO-MED INC NEW COM -1 Sold Out 0
AZZ INC COM -306 Sold Out 0
BANNER CORP COM NEW -411 Sold Out 0
BASIC ENERGY SVCS INC NEW COM -450 Sold Out 0
BLACK HILLS CORP COM -1 Sold Out 0
BLACKHAWK NETWORK HLDGS INC CL B -2,612 Sold Out 0
BROOKFIELD CDA OFFICE PPTYS TR UNIT -1,678 Sold Out 0
BROWN FORMAN CORP CL B Sold Out 0
BRUNSWICK CORP COM -361 Sold Out 0