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
8X8 INC NEW COM -25 Sold Out 0
ABBOTT LABS COM -18 Sold Out 0
ACCENTURE PLC IRELAND SHS CLASS A -17 Sold Out 0
ALTISOURCE PORTFOLIO SOLNS SA REG SHS -503 Sold Out 0
AMERICAN VANGUARD CORP COM -119 Sold Out 0
ANALOGIC CORP COM PAR $0.05 -237 Sold Out 0
ASHFORD HOSPITALITY PRIME INC COM -4 Sold Out 0
ASML HOLDING N V N Y REGISTRY SHS Sold Out 0
ASTA FDG INC COM -1 Sold Out 0
BARRY R G CORP OHIO COM -10 Sold Out 0
BASSETT FURNITURE INDS INC COM -4 Sold Out 0
BEACON ROOFING SUPPLY INC COM -333 Sold Out 0
BIOSCRIP INC COM -431 Sold Out 0
BLACKBERRY LTD COM -3,887 Sold Out 0
CAL MAINE FOODS INC COM NEW -1,279 Sold Out 0
CAMBREX CORP COM -466 Sold Out 0
CANADIAN PAC RY LTD COM -1,356 Sold Out 0
CBL & ASSOC PPTYS INC COM -8 Sold Out 0
CHATHAM LODGING TR COM -3 Sold Out 0
CHEESECAKE FACTORY INC COM -2 Sold Out 0