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 1,093
New Positions 144
Increased Positions 520
Decreased Positions 494
Positions with Activity 1,014
Sold Out Positions 115
Total Mkt Value (in $ millions) 4,653

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

Sector Weighting

Basic Materials 4.32%
Capital Goods 9.12%
Conglomerates 0%
Consumer Cyclical 5.08%
Consumer/Non-Cyclical 5.96%
Energy 9.63%
Financial 11.35%
Healthcare 7.97%
Services 31.88%
Technology 13.41%
Transportation 1.05%
Utilities 0.19%

1,093 Positions as of 12/31/2013

Company Class ▲ Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
BT GROUP PLC ADR 1,536 358 30.37 25,745
CARNIVAL PLC ADR 276 -541 (66.24) 7,335
CRH PLC ADR 84 -2,966 (97.23) 2,921
GIANT INTERACTIVE GROUP INC ADR -1,305 Sold Out 0
GRUPO SIMEC S A B DE C V ADR 7 -1,638 (99.58) 590
KYOCERA CORP ADR 46 -4 (7.68) 1,058
PARTNER COMMUNICATIONS CO LTD ADR 224 4 2.04 24,628
PRUDENTIAL PLC ADR 373 -17 (4.29) 8,556
SOUFUN HLDGS LTD ADR 193 193 New 14,265
VALE S A ADR 39 -4 (8.34) 2,650
WPP PLC NEW ADR -13 Sold Out 0
TAL ED GROUP ADS REPSTG COM 2,908 2,396 467.28 139,687
1 800 FLOWERS COM CL A 7 -8 (51.31) 1,393
ABERCROMBIE & FITCH CO CL A 1,979 1,792 959.71 55,359
ALBANY INTL CORP CL A 2,291 -232 (9.19) 66,557
APOLLO ED GROUP INC CL A 5,394 -678 (11.17) 198,908
BOOZ ALLEN HAMILTON HLDG CORP CL A 528 -2,405 (81.99) 24,691
CACI INTL INC CL A 212 4 1.73 3,052
CALAMOS ASSET MGMT INC CL A 115 -52 (30.99) 8,977
COMCAST CORP NEW CL A 3,556 -5,086 (58.85) 74,147