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) 5,257

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

Sector Weighting

Basic Materials 4.86%
Capital Goods 8.58%
Conglomerates 0.52%
Consumer Cyclical 4.35%
Consumer/Non-Cyclical 6.19%
Energy 11.05%
Financial 9.93%
Healthcare 8.57%
Services 30.78%
Technology 12.9%
Transportation 1.06%
Utilities 0.27%

1,135 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
LOWES COS INC COM 69,890 -3,331 (4.55) 1,454,827
ASTRAZENECA PLC SPONSORED ADR 68,905 -20,382 (22.83) 942,484
NVIDIA CORP COM 67,506 28,890 74.81 3,796,744
MOTOROLA SOLUTIONS INC COM NEW 65,330 -9,778 (13.02) 1,009,111
MAGNA INTL INC COM 60,237 -7,858 (11.54) 549,306
PPG INDS INC COM 56,921 25,780 82.79 277,677
XEROX CORP COM 56,315 -23,990 (29.87) 4,338,630
SUN LIFE FINL INC COM 53,610 16,248 43.49 1,397,908
ORANGE SPONSORED ADR 53,098 -14,155 (21.05) 3,281,725
ST JUDE MED INC COM 52,111 2,221 4.45 789,206
MACYS INC COM 51,453 6,909 15.51 893,288
YAHOO INC COM 49,758 -1,253 (2.46) 1,394,566
BCE INC COM NEW 48,744 6,482 15.34 1,066,145
NAVIENT CORP COM 47,912 -10,309 (17.71) 2,706,901
CF INDS HLDGS INC COM 47,755 24,777 107.83 187,254
TOTAL S A SPONSORED ADR 46,095 5,721 14.17 664,094
QUEST DIAGNOSTICS INC COM 45,523 38,453 543.94 731,409
ECOPETROL S A SPONSORED ADS 45,100 17,573 63.84 1,308,774
BP PLC SPONSORED ADR 43,201 6,709 18.38 882,018
HALLIBURTON CO COM 42,477 33,141 354.98 596,421