O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2021 Filing

Filed August 9, 2021

Portfolio Value

$5.0B

Holdings

2,670

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (2,670 positions)

StockValue
CCSCENTURY COMMUNITIES INC COM USD.01
$14K
ANGI1EURANGI INC COM
$14K
CVM1EURCEL-SCI CORP COM USD.001
$14K
GDDYGODADDY INC CL A COM USD.001
$14K
CCMPCMC MATERIALS INC COM USD.001
$14K
CN4CONN'S INC COM USD.01
$14K
TFISPDR NUV BBG BARC MUNI BOND
$14K
ESSAESSA BANCORP INC COM USD.01
$14K
VNTVONTIER CORP When Issued
$14K
STRLSTERLING CONSTRUCTION CO INC COM NPV
$14K
SU6SURMODICS INC COM USD.05
$14K
NEW HOME CO INC COM USD.01
$14K
XLCCOMM SERV SELECT SECTOR SPDR
$14K
TDOCTELADOC HEALTH INC COM USD.001
$14K
SRCLSTERICYCLE INC COM USD.01
$13K
GATXGATX CORP COM USD.625
$13K
OFGOFG BANCORP COM USD1
$13K
OGSONE GAS INC COM
$13K
RCORESOURCES CONNECTION INC COM USD.01
$13K
CREECREE INC COM USD.01
$13K
GGENPACT LTD COM USD.01
$13K
WHWYNDHAM HOTELS & RESRTS When Issued
$13K
CNDTCONDUENT INC COM USD1
$13K
ITAMAR MEDICAL LTD ADR
$13K
EXPOEXPONENT INC COM USD.001
$13K
TRIPLE-S MANAGEMENT CORP CL B COM USD1.
$13K
FRTEURFEDERAL REALTY INVESTMENT TR COM USD.01 SBI
$13K
WIXWIX.COM LTD ORD ILS.01
$13K
CLOUGLOBAL X FDS CLOUD COMPUTNG
$13K
DFEWISDOMTREE TR EUROPE SMCP DV
$13K
KLICKULICKE & SOFFA INDUSTRIES COM NPV
$13K
ZGZILLOW GROUP INC CL A COM USD0.0001
$13K
FNFFIDELITY NATL FINL FNF GROUP COM USD.0001
$13K
RMAXRE/MAX HOLDINGS INC CL A COM USD.0001
$13K
CLDRCLOUDERA INC COM USD .00005
$13K
FWONALIBERTY MEDIA FORMULA ONE MEDIA COM SER C
$13K
PDCEUSDPDC ENERGY INC COM USD.01
$13K
TRMDTORM PLC COM CL A
$13K
CLVTCLARIVATE PLC COM
$13K
GOOGALPHABET INC CL C COM USD.001
$13K
EVHEVOLENT HEALTH INC CL A COM USD.01
$12K
NSSCNAPCO SECURITY TECH INC COM USD.01
$12K
BBDBRADESCO BANCO SPONS ADR PFD
$12K
RLGTRADIANT LOGISTICS INC COM
$12K
BB4AXOS FINANCIAL INC COM USD.01
$12K
MGMMGM RESORTS INTERNATIONAL COM USD1
$12K
CATYCATHAY GENERAL BANCORP COM USD.01
$12K
AGLEUSDAEGLEA BIOTHERAPEUTICS INC COM USD.0001
$12K
CBUCOMMUNITY BANK SYSTEM INC COM NPV
$12K
BRCBRADY CORP CL A COM USD.01
$12K
SCVLSHOE CARNIVAL INC COM USD.1
$12K
ADUSADDUS HOMECARE CORP COM USD.001
$12K
HASIHANNON ARMSTRONG SUST INFR COM USD0.01
$12K
ANETEURARISTA NETWORKS INC COM USD0.0001
$12K
GEVOGEVO INC COM USD.01
$12K
TDSTELEPHONE & DATA SYSTEMS INC COM USD1
$12K
THSTREEHOUSE FOODS INC COM
$11K
HZOMARINEMAX INC COM USD.001
$11K
AAWWUSDATLAS AIR WORLDWIDE HLDG INC COM NEW
$11K
BECNUSDBEACON ROOFING SUPPLY INC COM USD.01
$11K
TEVATEVA PHARMACEUTICALS ADR
$11K
ALCOALICO INC COM USD1
$11K
OHIOMEGA HEALTHCARE INVS INC COM USD0.1
$11K
CPFCENTRAL PACIFIC FINANCIAL CP COM NPV
$11K
FIBKFIRST INTERSTATE BANCSYSTEM CL A COM NPV
$11K
CBFVCB FINANCIAL SERVICES INC COM USD0.4167
$11K
PAHUSDELEMENT SOLUTIONS INC COM USD.01
$11K
TXNMPNM RESOURCES INC COM USD5
$11K
BGBUNGE LTD COM USD.01
$11K
SWN1EURSOUTHWESTERN ENERGY CO COM USD2.5
$11K
IBTXUSDINDEPENDENT BK GRP INC COM USD.01
$11K
BCPCBALCHEM CORP -CL B CL B COM USD.06
$11K
ISIIONIS PHARMACEUTICALS INC COM USD.001
$11K
PXHInvesco FTSE RAFI Emerging Market
$10K
EVBGEUREVERBRIDGE INC COM USD.001
$10K
KDPKEURIG DR PEPPER INC COM
$10K
KIDSORTHOPEDIATRICS CORP COM USD0.00025
$10K
MTARCELORMITTAL CL A ADR
$10K
PCVXVAXCYTE INC COM
$10K
FLKRFRANKLIN TEMPLETON ETF TR FTSE SOUTH KOREA
$10K
CPRICAPRI HOLDINGS LTD ORD NPV
$10K
EWBCEAST WEST BANCORP INC COM USD.001
$10K
NXRTNEXPOINT RESIDENTIAL TR INC COM USD.01
$10K
CVBFCVB FINANCIAL CORP COM NPV
$10K
CIMCHIMERA INVESTMENT CORP COM USD.01
$10K
2362120DSINCLAIR BROADCAST GP -CL A CL A COM USD.01
$10K
DIAMOND S SHIPPING INC COM
$10K
SEESEALED AIR CORP COM USD.01
$9K
DKNG1USDDRAFTKINGS INC COM CL A
$9K
VFHVANGUARD FINANCIALS ETF
$9K
PRGOPERRIGO CO PLC COM NPV
$9K
LMATLEMAITRE VASCULAR INC COM USD
$9K
BILIBILIBILI INC ADS
$9K
MGRCMCGRATH RENTCORP COM NPV
$9K
HARPOON THERAPEUTICS COM
$9K
MRSNMERSANA THRPEUTIC INC COM 0.0001USD
$9K
ROLROLLINS INC COM USD1
$9K
XETYXEATON VANCE TAX-MANAGED DIVE
$9K
USFDUS FOODS HOLDING CORP COM USD0.01
$9K
OCEAN BIO-CHEM INC COM USD.01
$9K
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