O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q1 2021 Filing

Filed May 14, 2021

Portfolio Value

$4.5B

Holdings

2,472

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (2,472 positions)

StockValue
XLKTECHNOLOGY SELECT SECT SPDR
$699K
VMCVULCAN MATERIALS CO COM USD1
$691K
ABJAABB LTD SPONSORED ADR
$680K
RFPUSDRESOLUTE FOREST PRODUCTS INC COM USD.001
$679K
VALEVALE SA SPONSORED ADR
$673K
LPXLOUISIANA-PACIFIC CORP COM USD1
$672K
SPNSSAPIENS INTERNATIONAL CORP COM ANG1
$670K
AEMAGNICO EAGLE MINES LTD COM NPV
$666K
RELXRELX PLC SP ADR
$666K
FANGDIAMONDBACK ENERGY INC COM USD.01
$661K
HOFTHOOKER FURNITURE CORP COM NPV
$657K
ROPROPER TECHNOLOGIES INC COM USD.01
$648K
CMECME GROUP INC CL A COM USD.01
$647K
AMSWAUSDAMERICAN SOFTWARE -CL A CL A COM USD.1
$644K
SWSSMITH & WESSON BRANDS INC COM USD.001
$634K
ESCAESCALADE INC COM USD1
$634K
NVCRNOVOCURE LTD ORD NPV
$632K
DGDOLLAR GENERAL CORP COM USD.875
$627K
BMIBADGER METER INC COM USD1
$626K
SHYGISHARES 0-5 YR HY CORP BOND
$626K
DFINDONNELLEY FINANCIAL SOLTNS COM USD.01
$625K
ACHOWENS & MINOR INC COM USD2
$622K
JBLJABIL INC COM USD.001
$620K
PUKNPRUDENTIAL PLC ADR
$620K
DOVDOVER CORP COM USD1
$618K
KOFCOCA-COLA FEMSA SAB DE CV SPON ADR
$618K
SOSOUTHERN CO COM USD5
$617K
COHRII-VI INC COM NPV
$616K
NGVCNATURAL GROCERS VITAMIN CTGE COM USD.001
$615K
SHWSHERWIN-WILLIAMS CO COM USD1
$613K
MSIMOTOROLA SOLUTIONS INC COM USD.01
$613K
SFSTIFEL FINANCIAL CORP COM USD.15
$611K
CLXCLOROX CO/DE COM USD1
$611K
ZM3ZUMIEZ INC COM NPV
$611K
BFHALLIANCE DATA SYSTEMS CORP COM USD.01
$609K
SBSWSIBANYE-STILLWATER LIMITED ADR
$608K
GD8AGRAVITY CO LTD -ADR ADR
$607K
XRXXEROX HOLDINGS CORP COM USD1
$607K
VGTVANGUARD INFO TECH ETF
$606K
PACBPACIFIC BIOSCIENCES OF CALIF COM USD.0001
$603K
TAKTAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR
$601K
RGAREINSURANCE GROUP AMER INC COM USD.01
$599K
APAMARTISAN PARTNERS ASSET MGMT CL A COM USD.01
$598K
EBSEMERGENT BIOSOLUTIONS INC COM USD.01
$596K
ALKALASKA AIR GROUP INC COM USD1
$596K
CTSHCOGNIZANT TECH SOLUTIONS CL A COM USD.01
$595K
MIGAMICROSTRATEGY INC CL A COM USD.001
$587K
WKCWORLD FUEL SERVICES CORP COM USD.01
$581K
NRIMNORTHRIM BANCORP INC COM USD1
$581K
EENI SPA SPON ADR
$579K
TKRTIMKEN CO COM NPV
$576K
DRHDIAMONDROCK HOSPITALITY CO COM USD.01
$576K
VCELVERICEL CORP COM NPV
$575K
NATRNATURES SUNSHINE PRODS INC COM NPV
$574K
VTVANGUARD TOT WORLD STK ETF
$569K
IHGINTERCONTINENTAL HOTELS GRP SPON ADR
$568K
CENTURY BANCORP INC/MA CL A COM NPV
$566K
XLNXEURXILINX INC COM USD.01
$566K
STWDSTARWOOD PROPERTY TRUST INC COM USD.01
$566K
YELLQYELLOW CORP COM USD1
$566K
NWGNATWEST GROUP PLC SP ADR REP SHS
$564K
PEBPEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01
$563K
QVCAUSDQURATE RETAIL INC INT COM SER A
$562K
BAMBROOKFIELD ASSET MANAGEMENT CL A COM NPV
$562K
BXBLACKSTONE GROUP INC COM USD.00001
$562K
ENSGENSIGN GROUP INC COM USD.001
$560K
VBVANGUARD SMALL-CAP ETF
$559K
TBCHTURTLE BEACH CORP COM USD.001
$556K
STRTSTRATTEC SECURITY CORP COM USD.01
$556K
TVTXTRAVERE THERAPEUTICS INC COM
$554K
VWOVANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF
$553K
CD8CRESUD SACIFYA SPON ADR
$551K
MDPUSDMEREDITH CORP COM USD1
$547K
SAILEURSAILPOINT TECHNO HLDG COM
$546K
KEYKEYCORP COM USD1
$546K
QSRRESTAURANT BRANDS INTL INC COM USD.01
$545K
MCOMOODY'S CORP COM USD.01
$544K
INBKFIRST INTERNET BANCORP COM USD1
$540K
IWRISHARES RUSSELL MID-CAP ETF
$539K
ILMNILLUMINA INC COM USD.01
$539K
HRBBLOCK H & R INC COM NPV
$538K
VACMARRIOTT VACATIONS WORLDWIDE COM USD.01
$536K
TIMBTIM SA ADR
$536K
EDUNEW ORIENTAL ED & TECH ADR USD
$531K
LGNDLIGAND PHARMACEUTICAL INC COM USD.001
$530K
RVPRETRACTABLE TECHNOLOGIES INC COM NPV
$530K
LEUCENTRUS ENERGY CORP CL A COM USD.1
$528K
CVECENOVUS ENERGY INC COM NPV
$525K
IMKTAINGLES MARKETS INC -CL A CL A COM USD.05
$523K
DDDUPONT DE NEMOURS INC COM USD2.5
$523K
PZENA INVESTMENT MANAGEMENT CL A COM USD.01
$523K
AMXNAMERICA MOVIL SA DE CV SPON ADR L SHS
$522K
35VVEON LTD ADR
$522K
CNSCOHEN & STEERS INC COM USD.01
$520K
CZRCAESARS ENTERTAINMENT INC COM USD.0001
$520K
HZNPHORIZON THERAPEUTICS PUB LTD ORD USD.01
$520K
HBMHUDBAY MINERALS INC COM NPV
$520K
SINOPEC SHANGHAI PETROCHEM SPON ADR
$520K
APPSDIGITAL TURBINE INC COM
$518K
BMOBANK OF MONTREAL COM NPV
$518K
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