O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q3 2021 Filing

Filed November 10, 2021

Portfolio Value

$4.9B

Holdings

2,810

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (2,810 positions)

StockValue
NCMIEURNATIONAL CINEMEDIA INC COM USD.01
$22K
PETQEURPETIQ INC COM CL A
$22K
FTECFIDELITY MSCI INFO TECH ETF
$22K
MTGMGIC INVESTMENT CORP/WI COM USD1
$22K
GHGUARDANT HEALTH INC COM
$21K
SUMO2EURSUMO LOGIC INC COM USD.0001
$21K
STSENSATA TECHNOLOGES HLDG PLC ORD EUR.01
$21K
COUPEURCOUPA SOFTWARE INC COM USD.0001
$21K
BCVBANCROFT FUND LTD
$21K
SWCHEURSWITCH INC COM ST CL A
$21K
FNDASCHWAB STRATEGIC TR SCHWAB FDT US SC
$21K
PENPENUMBRA INC COM USD.001
$21K
BURLBURLINGTON STORES INC COM USD0.0001
$21K
CPNGCOUPANG INC COM CL A
$21K
IBPINSTALLED BLDG PRODUCTS INC COM USD0.01
$21K
GSMFERROGLOBE PLC ORD USD7.5
$21K
LBRDALIBERTY BROADBAND CORP SR A COM USD.01
$21K
GOOGLALPHABET INC CL A COM USD.001
$20K
MHOM/I HOMES INC COM USD.01
$20K
HAINHAIN CELESTIAL GROUP INC COM USD.01
$20K
AWIARMSTRONG WORLD INDUSTRIES COM
$20K
VNTVONTIER CORP When Issued
$20K
WFWOORI FINANCIAL GROUP INC ADR
$20K
ABEVAMBEV SA SPON ADR COM
$20K
GBXGREENBRIER COS INC (THE) COM USD.001
$20K
TPICQTPI COMPOSITES INC COM USD.01
$20K
AEEAMEREN CORP COM USD5
$20K
ORGOORGANOGENESIS HOLDINGS INC COM
$20K
AZOAUTOZONE INC COM NPV
$19K
PKOHPARK OHIO HOLDINGS CORP COM USD1
$19K
VDCVANGUARD CONSUMER STAPLE ETF
$19K
EGYVAALCO ENERGY INC COM USD.1
$19K
EIXEDISON INTERNATIONAL COM NPV
$19K
IYRISHARES US REAL ESTATE ETF
$19K
TURNING POINT THERAPE INC COM
$19K
CAMTCAMTEK LTD ORD NIS.01
$19K
TEXTEREX CORP COM USD.01
$19K
HAEHAEMONETICS CORP COM USD.01
$19K
SLYVSPDR SERIES TRUST S&P 600 SMCP VAL
$19K
WFGWEST FRSER TMBR CO LTD COM NPV
$19K
EQTEQT CORP COM NPV
$19K
SONSONOCO PRODUCTS CO COM NPV
$19K
VREXVAREX IMAGING CORP COM USD0.01
$19K
CYRXCRYOPORT INC COM USD.001
$19K
RAPTEURRAPT THERAPEUTICS INC COM
$19K
MTWMANITOWOC CO COM USD2.5
$19K
PBPROSPERITY BANCSHARES INC COM NPV
$19K
HRLHORMEL FOODS CORP COM USD.2344
$19K
RFLRAFAEL HOLDINGS INC COM CL B USD0.01
$19K
SFIXSTITCH FIX INC CL A COM USD.00002
$19K
TVTXTRAVERE THERAPEUTICS INC COM
$19K
MEIMETHODE ELECTRONICS INC COM USD.5
$18K
XLREREAL ESTATE SELECT SECT SPDR
$18K
SIMOSILICON MOTION TECH -ADR ADR
$18K
JT5MUELLER WATER PRODUCTS INC SR A COM USD.01
$18K
FORFORESTAR GROUP INC COM USD1
$18K
CWENCLEARWAY ENERGY INC CL C COM NPV
$18K
PLABPHOTRONICS INC COM NPV
$18K
FLOFLOWERS FOODS INC COM USD.625
$18K
OVBCOHIO VALLEY BANC CORP COM NPV
$18K
TFINTRIUMPH BANCORP INC COM USD0.01
$18K
NGVTINGEVITY CORP COM USD.01
$18K
INCYINCYTE CORP COM USD.001
$18K
FRTEURFEDERAL REALTY INVESTMENT TR COM USD.01 SBI
$18K
COREPOINT LODGING INC COM USD.01
$18K
PEGAPEGASYSTEMS INC COM USD.01
$18K
GNKGENCO SHIPPING & TRADING COM NPV
$18K
GMEDGLOBUS MEDICAL INC CL A COM USD.001
$18K
PGENPRECIGEN INC COM NPV
$18K
NVTNVENT ELECTRIC PLC When issued
$18K
GTHXEURG1 THERAPEUTICS INC COM USD.0001
$18K
HCIHCI GROUP INC COM NPV
$18K
DIGITALBRIDGE GROUP INC CL A COM USD.01
$18K
KGCKINROSS GOLD CORP COM NPV
$18K
PDCOEURPATTERSON COS INC COM USD.01
$17K
LITELUMENTUM HOLDINGS INC COM USD.001
$17K
HBCPHOME BANCORP INC COM USD.01
$17K
BONANZA CREEK ENERGY INC COM USD0.001
$17K
IAA-WUSDIAA INC COM USD0.01
$17K
XSLVINVESCO S&P SMALLCAP LOW VOL
$17K
GRPNGROUPON INC COM USD0.0001
$17K
ESNTESSENT GROUP LTD COM USD.01
$17K
ENGLOBAL CORP COM USD.001
$17K
TRTN-PATRITON INTERNATIONAL LTD COM USD0.01
$17K
VIASPVIA RENEWABLES INC CL A COM USD.01
$17K
ITAMAR MEDICAL LTD ADR
$17K
AIRGAIRGAIN INC COM USD.0001
$17K
VMWEURVMWARE INC -CL A CL A COM USD.01
$17K
S76STORE CAPITAL CORP COM USD.01
$17K
CWBSPDR BBG BARC CONVERTIBLE
$17K
LYVLIVE NATION ENTERTAINMENT COM USD
$17K
IPOAGBPVIRGIN GALACTIC HOLDINGS INC COM
$17K
MURMURPHY OIL CORP COM USD1
$17K
IEURISHARES CORE MSCI EUROPE
$17K
ENEL AMERICAS SA SPON ADR
$16K
PTENPATTERSON-UTI ENERGY INC COM USD.01
$16K
HYREQHYRECAR INC COM
$16K
COLUMBIA PROPERTY TRUST INC COM USD.01
$16K
ECHO GLOBAL LOGISTICS INC COM USD.01
$16K
STOKSTOKE THERAPEUTICS INC COM
$16K
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