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
TUCOWS INC COM NEW -22 Sold Out 0
TUESDAY MORNING CORP COM NEW -954 Sold Out 0
U S PHYSICAL THERAPY INC COM -5 Sold Out 0
UNITED ONLINE INC COM -101 Sold Out 0
UNITEDHEALTH GROUP INC COM -150 Sold Out 0
URBAN OUTFITTERS INC COM -120 Sold Out 0
VALIDUS HOLDINGS LTD COM SHS -1 Sold Out 0
VERISIGN INC COM -53 Sold Out 0
WASHINGTON BKG CO OAK HBR WASH COM -88 Sold Out 0
WASTE MGMT INC DEL COM -6,185 Sold Out 0
WILLIAMS COS INC DEL COM -2,146 Sold Out 0
WILLIAMS SONOMA INC COM -163 Sold Out 0
WILSHIRE BANCORP INC COM -531 Sold Out 0
WPP PLC NEW ADR -13 Sold Out 0