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Institutional Investment Manager
O'SHAUGHNESSY ASSET MANAGEMENT, LLC
O'SHAUGHNESSY ASSET MANAGEMENT, LLC (CIK: 0001423442) incorporated in Delaware, located at 100 First Stamford Place, Stamford, CT. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q4)
Original 13F HR (0001423442-17-000004) filed in 2017.02.10
#
Name
Shares
Value ($)
%
Options
Notes
1 TRAVELERS COS INC/THE 1,206,681 147,722 3.49%
2 LYONDELLBASELL INDU CL A 1,523,474 134,856 3.19%
3 BOEING CO/THE 742,054 119,977 2.84%
4 VALERO ENERGY CORP 1,699,220 119,724 2.83%
5 UNITED CONTINENTAL HOLDINGS 1,605,396 117,001 2.77%
6 CENTURYLINK INC 4,007,716 102,286 2.42%
7 TE CONNECTIVITY LTD 1,442,363 99,927 2.36%
8 AMERIPRISE FINANCIAL INC 864,610 97,502 2.31%
9 BEST BUY CO INC 2,158,837 96,166 2.27%
10 KOHLS CORP 1,756,853 92,566 2.19%
11 NORTHROP GRUMMAN CORP 347,437 80,807 1.91%
12 MOTOROLA SOLUTIONS INC 939,443 77,870 1.84%
13 MARRIOTT INTERNATIONAL CL A 916,812 75,802 1.79%
14 MICHAEL KORS HOLDINGS LTD 1,675,519 72,014 1.70%
15 SEAGATE TECHNOLOGY 1,813,555 69,225 1.64%
16 ALLSTATE CORP 849,599 62,972 1.49%
17 NATIONAL OILWELL VARCO INC 1,645,458 61,606 1.46%
18 AMERICAN AIRLINES GROUP INC 1,316,514 61,468 1.45%
19 GENERAL MOTORS CO 1,718,696 59,881 1.42%
20 TARGET CORP 760,329 57,874 1.37%
21 MACY S INC 1,485,914 56,441 1.33%
22 Royal Bank of Canada 755,349 55,194 1.30%
23 APPLIED MATERIALS INC 1,684,907 54,372 1.29%
24 GILEAD SCIENCES INC 722,413 51,732 1.22%
25 EMERSON ELECTRIC CO 791,904 51,098 1.21%
26 ILLINOIS TOOL WORKS 412,001 50,454 1.19%
27 MCDONALD S CORP 407,547 49,607 1.17%
28 LINCOLN NATIONAL CORP 745,165 49,382 1.17%
29 JUNIPER NETWORKS INC 1,694,907 47,898 1.13%
30 CBS CORP CLASS B NON VOTING 744,494 47,365 1.12%
31 BED BATH & BEYOND INC 1,164,309 47,318 1.12%
32 AMERICAN EXPRESS CO 571,190 42,314 1.00%
33 SUN LIFE FINL INC 1,093,530 42,035 0.99%
34 PARKER HANNIFIN CORP 291,062 40,749 0.96%
35 WHOLE FOODS MKT INC 1,254,569 38,591 0.91%
36 H&R BLOCK INC 1,534,363 35,275 0.83%
37 ARCHER DANIELS MIDLAND CO 671,859 31,909 0.75%
38 Bank Nova Scotia Halifax 564,202 31,453 0.74%
39 UNITED TECHNOLOGIES CORP 282,165 30,931 0.73%
40 CA INC 808,174 30,247 0.72%
41 YUM BRANDS INC 471,551 29,863 0.71%
42 CUMMINS INC 181,932 29,618 0.70%
43 QUALCOMM INC 406,589 29,037 0.69%
44 TWENTY FIRST CENTURY FOX A 1,033,792 28,988 0.69%
45 CORNING INC 1,178,863 28,611 0.68%
46 GENERAL ELECTRIC CO 865,127 27,338 0.65%
47 EXPRESS SCRIPTS HOLDING CO 396,358 27,265 0.64%
48 QUANTA SERVICES INC 764,336 26,637 0.63%
49 CATERPILLAR INC 221,113 24,891 0.59%
50 Bank of Montreal 272,259 24,516 0.58%
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