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) 5,235

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

Sector Weighting

Basic Materials 4.78%
Capital Goods 8.42%
Conglomerates 0.51%
Consumer Cyclical 4.41%
Consumer/Non-Cyclical 6.38%
Energy 11.06%
Financial 9.97%
Healthcare 8.53%
Services 30.55%
Technology 13.09%
Transportation 1.07%
Utilities 0.28%

1,135 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AAON INC COM PAR $0.004 22,633 941 4.34 695,976
NTT DOCOMO INC SPONS ADR 21,807 142 .66 1,264,151
FIFTH THIRD BANCORP COM 21,779 1,964 9.91 1,026,334
SANDISK CORP COM 21,705 21,673 67,810.71 209,165
METHANEX CORP COM 21,138 New 337,931
TELUS CORP COM 20,857 11,016 111.95 569,716
KONINKLIJKE PHILIPS N V NY REG SH NEW 20,694 4,169 25.23 653,827
SHAW COMMUNICATIONS INC CL B CONV 20,564 8,626 72.26 783,082
MYLAN INC COM 20,326 -3,315 (14.02) 400,874
WYNDHAM WORLDWIDE CORP COM 20,270 12,500 160.89 264,271
MANULIFE FINL CORP COM 19,987 279 1.42 990,944
POTASH CORP SASK INC COM 19,666 8,725 79.75 546,884
STANLEY BLACK & DECKER INC COM 19,582 3,779 23.91 227,465
ASSURANT INC COM 18,372 160 .88 279,382
CELESTICA INC SUB VTG SHS 17,617 -1,916 (9.81) 1,438,116
TWENTY FIRST CENTY FOX INC CL A 17,034 321 1.92 477,021
AMERICAN EXPRESS CO COM 16,708 -720 (4.13) 176,874
INTERNATIONAL BUSINESS MACHS COM 15,845 14,974 1,719.72 84,417
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 15,729 1,368 9.53 484,867
CANON INC SPONSORED ADR 14,917 3,139 26.65 448,633