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) 4,770

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

Sector Weighting

Basic Materials 4.31%
Capital Goods 9.27%
Conglomerates 0%
Consumer Cyclical 5.1%
Consumer/Non-Cyclical 5.94%
Energy 9.74%
Financial 11.4%
Healthcare 7.89%
Services 31.64%
Technology 13.4%
Transportation 1.04%
Utilities 0.18%

1,094 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
TRANSOCEAN LTD REG SHS 12,217 8,212 205.08 301,049
NIPPON TELEG & TEL CORP SPONSORED ADR 12,118 -1,081 (8.19) 458,656
NEWELL RUBBERMAID INC COM 11,767 -748 (5.97) 393,670
VIMPELCOM LTD SPONSORED ADR 11,542 9,161 384.64 1,282,463
BOEING CO COM 11,385 6,019 112.16 88,998
ANDERSONS INC COM 11,325 10,382 1,101.28 179,640
CANON INC SPONSORED ADR 11,159 5,615 101.28 354,239
ELECTRONICS FOR IMAGING INC COM 11,108 2,151 24.02 280,087
SHAW COMMUNICATIONS INC CL B CONV 10,960 3,560 48.11 454,601
STANTEC INC COM 10,934 -308 (2.74) 186,041
POTASH CORP SASK INC COM 10,618 8,324 362.79 304,244
ROCKWELL COLLINS INC COM 10,556 -12,206 (53.62) 132,831
THERMO FISHER SCIENTIFIC INC COM 10,281 303 3.04 86,176
CHINA PETE & CHEM CORP SPON ADR H SHS 10,278 -541 (5) 113,604
TECK RESOURCES LTD CL B 9,870 1,464 17.41 447,212
HAVERTY FURNITURE INC COM 9,850 -3,629 (26.92) 388,089
ALLSTATE CORP COM 9,841 -2,747 (21.82) 176,458
GENERAL ELECTRIC CO COM 9,617 5,004 108.48 362,104
DOMTAR CORP COM NEW 9,410 -3,878 (29.18) 98,087
TELUS CORP COM 9,379 6,311 205.77 268,804