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 1,093
New Positions 144
Increased Positions 520
Decreased Positions 494
Positions with Activity 1,014
Sold Out Positions 115
Total Mkt Value (in $ millions) 4,653

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

Sector Weighting

Basic Materials 4.32%
Capital Goods 9.12%
Conglomerates 0%
Consumer Cyclical 5.08%
Consumer/Non-Cyclical 5.96%
Energy 9.63%
Financial 11.35%
Healthcare 7.97%
Services 31.88%
Technology 13.41%
Transportation 1.05%
Utilities 0.19%

1,093 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
XEROX CORP COM 68,427 -2,729 (3.84) 6,186,846
KROGER CO COM 68,275 -15,685 (18.68) 1,551,696
ORANGE SPONSORED ADR 61,517 -3,718 (5.7) 4,156,584
MAGNA INTL INC COM 60,035 5,680 10.45 620,961
BANK MONTREAL QUE COM 58,251 4,547 8.47 852,114
TIME WARNER CABLE INC COM 54,207 17,406 47.30 407,325
CONOCOPHILLIPS COM 50,960 -30,127 (37.15) 719,059
MARATHON PETE CORP COM 50,616 26,472 109.64 607,711
PFIZER INC COM 47,917 16,597 52.99 1,604,736
TELEFONICA BRASIL SA SPONSORED ADR 47,305 13,406 39.55 2,259,058
YAHOO INC COM 46,991 8,378 21.70 1,429,689
ST JUDE MED INC COM 46,573 5,202 12.57 755,568
MACYS INC COM 44,003 16,738 61.39 773,341
CA INC COM 43,913 -20,854 (32.2) 1,493,131
APPLIED MATLS INC COM 40,821 424 1.05 2,135,003
BCE INC COM NEW 40,552 6,493 19.07 924,370
LOCKHEED MARTIN CORP COM 40,403 3,838 10.50 262,663
NVIDIA CORP COM 39,354 24,993 174.04 2,171,877
TOTAL S A SPONSORED ADR 38,513 4,930 14.68 581,674
BP PLC SPONSORED ADR 35,353 7,586 27.32 745,049