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) 4,699

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

Sector Weighting

Basic Materials 4.3%
Capital Goods 9.19%
Conglomerates 0%
Consumer Cyclical 5.08%
Consumer/Non-Cyclical 5.93%
Energy 9.72%
Financial 11.33%
Healthcare 7.95%
Services 31.75%
Technology 13.45%
Transportation 1.03%
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
DIAMONDROCK HOSPITALITY CO COM 8 8 New 693
NATIONAL RESH CORP CL B 8 New 199
DUPONT FABROS TECHNOLOGY INC COM 8 8 New 326
STRATTEC SEC CORP COM 8 New 110
1 800 FLOWERS COM CL A 8 -8 (51.31) 1,393
NEW ORIENTAL ED & TECH GRP INC SPON ADR 8 8 New 300
MANNATECH INC COM NEW 8 5 248.39 432
CECO ENVIRONMENTAL CORP COM 8 -5 (41.09) 453
UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 7 -7 (50.14) 176
CASCADE MICROTECH INC COM 7 7 New 786
BUILD A BEAR WORKSHOP COM 7 5 161.60 654
COLUMBIA LABS INC COM NEW 7 7 New 1,109
WELLS FARGO & CO NEW COM 7 -17 (70.48) 147
CONSOLIDATED WATER CO INC ORD 7 New 617
ADAMS RES & ENERGY INC COM NEW 7 New 105
UNIVERSAL TRUCKLOAD SVCS INC COM 7 -1 (14.48) 254
AMERICAN ELECTRIC TECH INC COM 7 3 71.05 1,028
CASEYS GEN STORES INC COM 7 7 New 105
AEGON N V NY REGISTRY SH 7 -71 (91.04) 820
CAREFUSION CORP COM 7 4 110.47 181