O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

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

Report Date: 03/31/2013

Position Statistics:

Total Positions 1,089
New Positions 141
Increased Positions 494
Decreased Positions 541
Positions with Activity 1,035
Sold Out Positions 143
Total Mkt Value
(in $ millions)
3,847

Sector Weighting

Basic Materials 4.6%
Capital Goods 9.55%
Conglomerates 0.03%
Consumer Cyclical 2.84%
Consumer/Non-Cyclical 2.35%
Energy 8.43%
Financial 17.37%
Healthcare 7.37%
Services 33.92%
Technology 11.93%
Transportation 1.3%
Utilities 0.3%

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

1,089 Positions as of 03/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
RAYTHEON CO COM NEW 17,706 38 .22 265,344
CHINA PETE & CHEM CORP SPON ADR H SHS 16,629 485 3.01 156,747
KT CORP SPONSORED ADR 16,491 -450 (2.65) 933,820
ASSURANT INC COM 16,459 2,115 14.74 331,097
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 15,287 -1,856 (10.83) 307,270
IRON MTN INC COM 14,864 -60 (0.4) 404,791
DOMTAR CORP COM NEW 14,554 -3,808 (20.74) 214,243
TJX COS INC NEW COM 14,292 -3,325 (18.87) 281,055
TESORO CORP COM 14,174 -3,301 (18.89) 231,485
SHERWIN WILLIAMS CO COM 13,937 -1,091 (7.26) 73,661
TECK RESOURCES LTD CL B 13,793 -3,779 (21.51) 506,343
MARATHON PETE CORP COM 13,762 2,801 25.55 167,704
NIPPON TELEG & TEL CORP SPONSORED ADR 12,176 4,529 59.23 477,488
YANZHOU COAL MNG CO LTD SPON ADR H SHS 12,041 5,695 89.74 1,150,088
MARRIOTT INTL INC NEW CL A 11,866 -184 (1.52) 277,438
DONNELLEY R R & SONS CO COM 11,775 -4,469 (27.51) 917,076
VISA INC COM CL A 11,422 -3,011 (20.86) 63,295
ROGERS COMMUNICATIONS INC CL B 11,331 -7,830 (40.87) 244,467
GROUPE CGI INC CL A SUB VTG 11,202 -13,301 (54.28) 364,183
APPLIED MATLS INC COM 11,057 7,327 196.39 762,586

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