O'SHAUGHNESSY ASSET MANAGEMENT, LLC Information

6 SUBURBAN AVENUE, STAMFORD, Connecticut, 06901-2012, (203) 975-3333

Report Date: 03/31/2013

Position Statistics:

Total Positions 1,088
New Positions 141
Increased Positions 494
Decreased Positions 541
Positions with Activity 1,035
Sold Out Positions 143
Total Mkt Value
(in $ millions)
3,892

Sector Weighting

Basic Materials 4.66%
Capital Goods 9.54%
Conglomerates 0.03%
Consumer Cyclical 2.83%
Consumer/Non-Cyclical 2.36%
Energy 8.55%
Financial 17.4%
Healthcare 7.21%
Services 34.01%
Technology 11.8%
Transportation 1.31%
Utilities 0.3%

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

1,088 Positions as of 03/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
UNITED STATES LIME & MINERALS COM -3 Sold Out 0
URSTADT BIDDLE PPTYS INC CL A -1 Sold Out 0
VAALCO ENERGY INC COM NEW -1 Sold Out 0
VIRGIN MEDIA INC COM -32,198 Sold Out 0
WERNER ENTERPRISES INC COM Sold Out 0
WILLIS LEASE FINANCE CORP COM -1 Sold Out 0
WINTHROP RLTY TR SH BEN INT NEW -8 Sold Out 0
YAMANA GOLD INC COM -507 Sold Out 0

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