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) 5,269

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

Sector Weighting

Basic Materials 4.84%
Capital Goods 8.56%
Conglomerates 0.52%
Consumer Cyclical 4.36%
Consumer/Non-Cyclical 6.11%
Energy 10.93%
Financial 9.95%
Healthcare 8.57%
Services 30.9%
Technology 12.98%
Transportation 1.07%
Utilities 0.27%

1,135 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
THOR INDS INC COM -4 Sold Out 0
TIME WARNER CABLE INC COM -61,677 Sold Out 0
TOOTSIE ROLL INDS INC COM -40 Sold Out 0
TORO CO COM -14 Sold Out 0
TRINITY BIOTECH PLC SPON ADR NEW -925 Sold Out 0
TRUSTCO BK CORP N Y COM -16 Sold Out 0
UNIVERSAL HEALTH RLTY INCM TR SH BEN INT -8 Sold Out 0
VALSPAR CORP COM -352 Sold Out 0
VIAD CORP COM NEW -2 Sold Out 0
VIMPELCOM LTD SPONSORED ADR -10,747 Sold Out 0
VIRTUS INVT PARTNERS INC COM -1,263 Sold Out 0
VISTAPRINT N V SHS -601 Sold Out 0
WESTLAKE CHEM CORP COM -1,011 Sold Out 0
XPO LOGISTICS INC COM -1 Sold Out 0
ZIX CORP COM -247 Sold Out 0