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) 4,801

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 9.14%
Conglomerates 0%
Consumer Cyclical 5.14%
Consumer/Non-Cyclical 5.92%
Energy 9.66%
Financial 11.38%
Healthcare 8.02%
Services 31.71%
Technology 13.39%
Transportation 1.05%
Utilities 0.19%

1,094 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FIFTH THIRD BANCORP COM 19,609 8,672 79.29 933,774
GAMESTOP CORP NEW CL A 19,406 -8,548 (30.58) 459,092
NTT DOCOMO INC SPONS ADR 19,353 5,057 35.38 1,255,898
MANULIFE FINL CORP COM 18,438 -158 (0.85) 977,117
ASSURANT INC COM 18,387 -2,817 (13.29) 276,949
AAON INC COM PAR $0.004 18,344 3,291 21.86 667,040
CELESTICA INC SUB VTG SHS 17,428 3,054 21.25 1,594,512
KONINKLIJKE PHILIPS N V NY REG SH NEW 17,052 13,618 396.53 522,116
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 16,176 -675 (4.01) 442,695
AMERICAN EXPRESS CO COM 16,064 606 3.92 184,494
BARRETT BUSINESS SERVICES INC COM 15,899 -2,576 (13.95) 270,210
TWENTY FIRST CENTY FOX INC CL A 15,351 3,621 30.87 468,018
STANLEY BLACK & DECKER INC COM 15,003 11,727 358.03 183,568
GILDAN ACTIVEWEAR INC COM 14,662 2,648 22.04 294,127
LINCOLN NATL CORP IND COM 14,606 -33,035 (69.34) 301,150
GENERAL MTRS CO COM 14,097 1,136 8.77 411,822
INTEL CORP COM 13,603 -10,310 (43.11) 506,814
THE ADT CORPORATION COM 12,930 12,930 New 428,157
SONIC CORP COM 12,556 9,258 280.67 596,497
VONAGE HLDGS CORP COM 12,461 208 1.69 3,162,696