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
WMSADVANCED DRAINAGE SYSTEMS COM USD0.01
$507K
THGHANOVER INSURANCE GROUP INC COM USD.01
$506K
HCIHCI GROUP INC COM NPV
$505K
HSYHERSHEY CO COM USD1.
$505K
SNDSMART SAND INC COM USD.001
$503K
HTTQUDIAN INC ADR
$500K
TRINSEO SA ORD NPV
$500K
CBRECBRE GROUP INC CL A COM USD.01
$498K
UFPIUFP INDUSTRIES INC COM NPV
$498K
MEIMETHODE ELECTRONICS INC COM USD.5
$496K
ASRGRUPO AEROPORTUARIO SURESTE SPON ADR
$496K
PHPARKER-HANNIFIN CORP COM USD.5
$495K
AG8AGILENT TECHNOLOGIES INC COM USD.01
$494K
CINFCINCINNATI FINANCIAL CORP COM USD2
$490K
NBNNORTHEAST BANK COM NPV
$488K
PENNPENN NATIONAL GAMING INC COM USD.01
$487K
FIXCOMFORT SYSTEMS USA INC COM USD.01
$485K
THCTENET HEALTHCARE CORP COM USD.15
$484K
FIZZNATIONAL BEVERAGE CORP COM USD.01
$484K
BSXBOSTON SCIENTIFIC CORP COM USD.01
$483K
BUDANHEUSER-BUSCH INBEV SPON ADR
$481K
NOCNORTHROP GRUMMAN CORP COM NPV
$481K
NIONIO INC -ADR ADS
$479K
MARMARRIOTT INTL INC CL A COM NPV
$479K
LITBUSDLIGHTINTHEBOX HLDG -ADR ADR
$478K
IOSPINNOSPEC INC COM USD.01
$475K
DHCDIVERSIFIED HEALTHCARE TRUST COM USD.01
$475K
CAHCARDINAL HEALTH INC COM NPV
$471K
CEDAR REALTY TRUST INC COM USD.06
$470K
TCSUSDCONTAINER STORE GROUP COM USD.01
$469K
YRIYAMANA GOLD INC COM
$466K
INVHINVITATION HOMES INC COM USD0.01
$465K
WSMWILLIAMS-SONOMA INC COM NPV
$463K
ZEUSOLYMPIC STEEL INC COM NPV
$463K
MLIMUELLER INDUSTRIES COM NPV
$462K
APAAPA CORP COM USD1.25
$461K
EATBRINKER INTL INC COM USD.1
$461K
VCYTVERACYTE INC COM USD.001
$459K
NTRANATERA INC COM USD0.0001
$458K
HOVHOVNANIAN ENTRPRS INC -CL A CL A COM USD.01
$456K
RAREULTRAGENYX PHARMACEUTICAL COM USD.001
$456K
MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR
$454K
SLMSLM CORP COM USD.2 VTG
$452K
PRIMPRIMORIS SERVICES CORP COM USD.0001
$452K
DNLIDENALI THERAPEUTCS INC COM
$450K
PRSPPERSPECTA INC When Issued
$446K
MITKMITEK SYSTEMS INC COM USD.001
$443K
CAJPYCANON INC ADR
$443K
GDGENERAL DYNAMICS CORP COM USD1
$441K
SBACSBA COMMUNICATIONS CORP COM USD.01
$441K
LAKELAKELAND INDUSTRIES INC COM USD1
$440K
EDUCEDUCATIONAL DEVELOPMENT CORP COM USD.2
$440K
DHID R HORTON INC COM USD.01
$439K
GPNGLOBAL PAYMENTS INC COM NPV
$438K
YETIYETI HOLDINGS INC COM USD0.01
$438K
UNMUNUM GROUP COM USD.1
$437K
FPIFARMLAND PARTNERS INC COM USD.01
$436K
ARWRARROWHEAD PHARMACEUTICALS COM USD.001
$435K
SANBANCO SANTANDER SA ADR
$434K
GPKGRAPHIC PACKAGING HOLDING CO COM
$433K
ERICTELEFONAKTIEBOLAGET LM ERICS CL B ADR
$433K
KHCKRAFT HEINZ CO COM USD.01
$431K
MGCVANGUARD MEGA CAP ETF
$431K
ASBASSOCIATED BANC-CORP COM USD.1
$431K
IBNICICI BANK LTD SPONSORED ADR
$430K
CUCAAVIS BUDGET GROUP INC COM USD.01
$429K
TELFYTELEFONICA SA ADR
$429K
BKEBUCKLE INC COM USD.05
$427K
IWMISHARES RUSSELL 2000 ETF
$427K
WGOWINNEBAGO INDUSTRIES COM USD.5
$424K
WKWORKIVA INC CL A COM USD.001
$423K
CPRXCATALYST PHARMACEUTICALS INC COM USD.001
$422K
AARONS CO INC (THE) -SPN COM
$422K
WEINGARTEN REALTY INVST COM SHS INT USD.03
$421K
FSVFIRSTSERVICE CORP COM
$417K
RMRRMR GROUP INC CL A COM USD0.001
$407K
VEUVANGUARD INTL EQUITY INDEX F ALLWRLD EX US
$406K
VLRSCONTROLADORA VUELA COMPANIA ADR
$403K
AVTAVNET INC COM USD1
$402K
HALHALLIBURTON CO COM USD2.5
$401K
FATEFATE THERAPEUTICS INC COM USD0.001
$398K
NDQINVESCO QQQ TRUST SERIES 1
$398K
AZTABROOKS AUTOMATION INC COM USD.01
$395K
BOOMDMC GLOBAL INC COM USD.05
$395K
CIKCREDIT SUISSE GROUP SPON ADR
$393K
SGCSUPERIOR GROUP OF COS INC COM USD1
$389K
LYTSLSI INDUSTRIES INC COM USD.01
$388K
INOVALON HOLDINGS INC CL A COM USD.000005
$386K
MTSIM/ACOM TECHNOLOGY SOLUTIONS COM USD0.001
$385K
BDNBRANDYWINE REALTY TRUST SHS BEN INT USD.01
$384K
ECLECOLAB INC COM USD1
$383K
SFMSPROUTS FARMERS MARKET COM USD.001
$383K
HQYHEALTHEQUITY INC COM USD.0001
$383K
INODINNODATA INC COM USD.01
$383K
BJBJS WHSL CLUB HLDGS INC COM
$381K
ITGRINTEGER HOLDINGS CORP COM USD.001
$380K
NTESNETEASE INC SPONSORED ADR
$379K
PRFTUSDPERFICIENT INC COM USD.001
$378K
LWLAMB WESTON HOLDINGS INC COM USD1
$377K
GNTXGENTEX CORP COM USD.06
$377K
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