13F-HR filed by O'SHAUGHNESSY ASSET MANAGEMENT, LLC
O'SHAUGHNESSY ASSET MANAGEMENT, LLC filed this 13F-HR for the quarter ended 2021-06-30, filed 2021-08-09, with 2,670 holding rows worth $5,025,812,000.
- Accession
- 0001423442-21-000006
- Filer
- CIK 1423442
- Filed
- 2021-08-09
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2021
A holdings report, 2,713 entries on the cover page, a total value of $5,025,812,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $5,025,818,000 with VALUE read as thousands by filing date, 13F file number 028-12966. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerMercer Investments LLC028-12567
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| PROSHARES TR | 74347B169 | CMN | 16 | $1,000 | thousands by filing date | |
| THE BRAND HOUSE COLLECTIVE I | 497498105 | COM | 51 | $1,000 | thousands by filing date | |
| DATA I O CORP | 237690102 | COM | 90 | $1,000 | thousands by filing date | |
| KOSS CORP | 500692108 | COM | 34 | $1,000 | thousands by filing date | |
| ENSTAR GROUP LIMITED | G3075P101 | SHS | 3 | $1,000 | thousands by filing date | |
| CADENCE BANCORP | 12739A100 | COMMON EQUITY | 50 | $1,000 | thousands by filing date | |
| SENSEONICS HLDGS INC | 81727U105 | COM | 218 | $1,000 | thousands by filing date | |
| SouthState Corp | 840441109 | Common Stock | 14 | $1,000 | thousands by filing date | |
| REV Group Inc | 749527107 | Common Stock | 46 | $1,000 | thousands by filing date | |
| Rithm Property Trust Inc | 38983D300 | REIT | 80 | $1,000 | thousands by filing date | |
| ADAMS RESOURCES & ENERGY INC | 006351308 | COMMON STOCK | 53 | $1,000 | thousands by filing date | |
| EXPRESS INC | 30219E103 | COMMON STOCK | 176 | $1,000 | thousands by filing date | |
| MERIDIAN BIOSCIENCE INC | 589584101 | COMMON STOCK | 61 | $1,000 | thousands by filing date | |
| United Bancshares | 909458101 | COM | 28 | $1,000 | thousands by filing date | |
| Ramaco Resources Inc | 75134P303 | COM CL B | 192 | $1,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919500 | CL B NON VTG | 36 | $1,000 | thousands by filing date | |
| REATA PHARMACEUTICALS INC | 75615P103 | CL A | 10 | $1,000 | thousands by filing date | |
| TRITON INTL LTD | G9078F107 | CL A | 17 | $1,000 | thousands by filing date | |
| ADICET BIO INC | 007002108 | COM | 50 | $1,000 | thousands by filing date | |
| SECUREWORKS CORP | 81374A105 | CL A | 46 | $1,000 | thousands by filing date | |
| REPUBLIC FIRST BANCORP INC | 760416107 | COM | 290 | $1,000 | thousands by filing date | |
| SELECT BANCORP INC NEW COM | 81617L108 | Stock | 92 | $1,000 | thousands by filing date | |
| SPX FLOW INC COM | 78469X107 | Stock | 8 | $1,000 | thousands by filing date | |
| FARMER BROS CO | 307675108 | COM | 84 | $1,000 | thousands by filing date | |
| SALEM MEDIA GROUP INC CLASS A | 794093104 | COM | 398 | $1,000 | thousands by filing date | |
| Merrimack Pharmaceuticals Inc | 590328209 | Common / Ordinary Stock | 141 | $1,000 | thousands by filing date | |
| AQUA METALS INC | 03837J101 | COM | 222 | $1,000 | thousands by filing date | |
| SUNWORKS INC | 86803X204 | COMMON STOCK | 129 | $1,000 | thousands by filing date | |
| OPTINOSE INC | 68404V100 | COM | 239 | $1,000 | thousands by filing date | |
| EVANS BANCORP INC | 29911Q208 | COM | 34 | $1,000 | thousands by filing date | |
| SURFACE ONCOLOGY INC | 86877M209 | COM | 106 | $1,000 | thousands by filing date | |
| CTI BIOPHARMA CORP | 12648L601 | COM | 406 | $1,000 | thousands by filing date | |
| INDUS REALTY TRUST INC | 45580R103 | TRUS | 15 | $1,000 | thousands by filing date | |
| ABSOLUTE SOFTWARE CORP | 00386B109 | COM | 82 | $1,000 | thousands by filing date | |
| EMAGIN CORP | 29076N206 | COM | 154 | $1,000 | thousands by filing date | |
| SOCIETAL CDMO INC | 75629F109 | COM | 239 | $1,000 | thousands by filing date | |
| TEAM INC | 878155100 | COM | 184 | $1,000 | thousands by filing date | |
| EXONE CO | 302104104 | COM | 44 | $1,000 | thousands by filing date | |
| TESSCO TECHNOLOGIES INC | 872386107 | COM | 143 | $1,000 | thousands by filing date | |
| STARRETT (L.S.) CO -CL A | 855668109 | CL A | 108 | $1,000 | thousands by filing date | |
| BALLANTYNE STRONG INC | 058516105 | COM | 204 | $1,000 | thousands by filing date | |
| PACIFIC MERCANTILE BANCORP | 694552100 | COM | 123 | $1,000 | thousands by filing date | |
| VOLT INFORMATION SCIEN COM | 928703107 | COM | 189 | $1,000 | thousands by filing date | |
| COMMUNITY BANKERS TRUST CORP | 203612106 | COM | 119 | $1,000 | thousands by filing date | |
| COMSTOCK INC | 205750300 | COM NEW | 188 | $1,000 | thousands by filing date | |
| PYROGENESIS CDA INC | 74734T104 | COM | 157 | $1,000 | thousands by filing date | |
| QUOTIENT LTD | G73268107 | SHS | 141 | $1,000 | thousands by filing date | |
| TRACON PHARMACEUTICALS INC | 89237H209 | COM NEW | 182 | $1,000 | thousands by filing date | |
| MOSYS INC | 619718307 | COM | 82 | $1,000 | thousands by filing date | |
| AVINGER INC | 053734604 | COM | 1,007 | $1,000 | thousands by filing date | |
| Kaspien Holdings Inc | 485837108 | COM | 30 | $1,000 | thousands by filing date | |
| ACER THERAPEUTICS INC | 00444P108 | CMN | 225 | $1,000 | thousands by filing date | |
| BBQ HLDGS INC | 05551A109 | CMN | 69 | $1,000 | thousands by filing date | |
| TRECORA RES | 894648104 | COM | 76 | $1,000 | thousands by filing date | |
| SELECT INTERIOR CONCEPTS INC CLASS | 816120307 | CL A | 56 | $1,000 | thousands by filing date | |
| ENDRA LIFE SCIENCES INC COM NEW | 29273B104 | Stock | 329 | $1,000 | thousands by filing date | |
| STRONGBRIDGE BIOPHARMA PLC | G85347105 | SHS USD | 186 | $1,000 | thousands by filing date | |
| iShares Future AI & Tech ETF | 46435U556 | SHS | 0 | $0 | thousands by filing date | Value filed as zero, left out of ratios.Amount filed as zero, left out of ratios. |
| SPDR Bloomberg Emerging Markets Local Bond ETF | 78464A391 | SHS | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TOMPKINS FINL CORP COM | 890110109 | Stock | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PERFORMANCE FOOD GROUP CO COM | 71377A103 | Stock | 9 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DELEK US HLDGS INC NEW COM | 24665A103 | Stock | 12 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| COEUR MNG INC COM NEW | 192108504 | Stock | 22 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ALEXANDERS INC COM | 014752109 | REIT | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CENTERSPACE COM | 15202L107 | REIT | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LIQUIDIA CORPORATION COM NEW | 53635D202 | Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LADDER CAP CORP CL A | 505743104 | REIT | 30 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 21 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VSE CORP COM | 918284100 | Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| AMBEV SA SPONSORED ADR | 02319V103 | ADR | 75 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WOODWARD INC COM | 980745103 | Stock | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WEIBO CORP SPONSORED ADR | 948596101 | ADR | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 0 | $0 | thousands by filing date | Value filed as zero, left out of ratios.Amount filed as zero, left out of ratios. |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 0 | $0 | thousands by filing date | Value filed as zero, left out of ratios.Amount filed as zero, left out of ratios. |
| NELNET INC | 64031N108 | CL A | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TREDEGAR CORP | 894650100 | COM | 26 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VALLEY NATL BANCORP | 919794107 | COM | 25 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| AMNEAL PHARMACEUTICALS INC | 03168L105 | COM STK CL A | 61 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ANIKA THERAPEUTICS INC | 035255108 | COM | 10 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CARPENTER TECHNOLOGY CORP | 144285103 | COM | 10 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| BROOKFIELD RENEWABLE ENERGY | G16258108 | PARTNERSHIP UNIT | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FOUR CORNERS PPTY TR INC | 35086T109 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GATES INDL CORP PLC | G39108108 | ORD SHS | 21 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OCEANEERING INTL INC | 675232102 | COM | 29 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OLD NATL BANCORP IND | 680033107 | COM | 15 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ORMAT TECHNOLOGIES INC | 686688102 | COM | 4 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ELLINGTON FINANCIAL INC | 28852N109 | COM | 21 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ENCORE CAP GROUP INC | 292554102 | COM | 4 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| COTY INC | 222070203 | COM CL A | 37 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| BEYOND MEAT INC | 08862E109 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ENPRO INC | 29355X107 | COM | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| KOSMOS ENERGY LTD | 500688106 | COM | 130 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PORTLAND GEN ELEC CO | 736508847 | COM NEW | 9 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| REKOR SYSTEMS INC | 759419104 | COM | 38 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WEBSTER FINL CORP | 947890109 | COM | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MACERICH CO | 554382101 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ICU MED INC | 44930G107 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GLOBAL BLOOD THERAPEUTICS USD | 37890U108 | COM | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GREEN DOT CORP CLASS A | 39304D102 | CL A | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CHAMPIONX CORPORATION | 15872M104 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 7 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| COGENT COMMUNICATIONS GROUP | 19239V302 | COM NEW | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| KAISER ALUMINUM CORP | 483007704 | COM PAR $0.01 | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| HUDSON PAC PPTYS INC | 444097109 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MICRO FOCUS INTL PLC | 594837403 | SPON ADR NEW | 21 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| EPLUS INC | 294268107 | COM | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CANOPY GROWTH CORP | 138035100 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| COGNYTE SOFTWARE LTD | M25133105 | ORD SHS | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TILRAY INC | 88688T100 | COM CL 2 | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| UNIVERSAL INS HLDGS INC | 91359V107 | COM | 12 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| HBT FINANCIAL INC DE | 404111106 | COMMON STOCK | 18 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MBIA INC | 55262C100 | COMMON STOCK | 40 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VAREX IMAGING CORP | 92214X106 | COMMON STOCK | 12 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SANARA MEDTECH INC | 79957L100 | COMMON STOCK | 10 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| RF INDUSTRIES LTD | 749552105 | COMMON STOCK | 48 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DIAMEDICA THERAPEUTICS INC | 25253X207 | COMMON STOCK | 45 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ARROW FINANCIAL CORP | 042744102 | COMMON STOCK | 9 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PDF SOLUTIONS INC | 693282105 | COMMON STOCK | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PHATHOM PHARMACEUTICALS INC | 71722W107 | COMMON STOCK | 14 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SAFE BULKERS INC | Y7388L103 | COMMON STOCK | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| COMPANIA CERVECERIAS UNIDAS | 204429104 | SPONSORED ADR | 7 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| IZEA WORLDWIDE INC COM NEW | 46604H105 | Stock | 108 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GAIA INC NEW | 36269P104 | CL A | 40 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MILESTONE PHARMACEUTICALS IN | 59935P209 | COM NEW | 134 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VINCE HLDG CORP | 92719W207 | COM NEW | 6 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FUEL TECH INC | 359523107 | COM | 116 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MEDIACO HLDG INC | 58450D104 | CL A | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Enzo Biochem Inc | 294100102 | Common Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FLAGSTAR BANCORP INC | 337930705 | COM PAR .001 | 10 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LIBERTY MEDIA CORP DELAWARE | 531229870 | COM SER A FRMLA | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| HOWARD HUGHES CORPORATION | 44267D107 | COMMON STOCK | 4 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| RETAIL OPPORTUNITY INVESTMENTS | 76131N101 | COMMON STOCK | 22 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| JOUNCE THERAPEUTICS INC | 481116101 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FLOTEK INDS INC DEL | 343389102 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| KINIKSA PHARMACEUTICALS LTD | G5269C101 | COM CL A | 19 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ABRAXAS PETE CORP COM NEW | 003830304 | Stock | 4 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TYME TECHNOLOGIES INC COM | 90238J103 | Stock | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| IMMUNIC INC | 4525EP101 | COM | 24 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FORTUNA MNG CORP F | 349915108 | COM | 40 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 7 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CHINA INDEX HLDGS LTD | 16954W101 | SPNSRD ADS A | 49 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| EYENOVIA INC | 30234E104 | COM | 59 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Impac Mortgage Holdings Inc | 45254P508 | COM NEW | 94 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PHASEBIO PHARMACEUTICALS INC | 717224109 | COM | 122 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ORGENESIS INC | 68619K204 | COM | 62 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CBDMD INC | 12482W101 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ENERGOUS CORP | 29272C103 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| 22ND CENTY GROUP INC | 90137F103 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| NATURA &CO HLDG S A | 63884N108 | ADR | 9 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PARTY CITY HOLDCO INC | 702149105 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| U S XPRESS ENTERPRISES INC | 90338N202 | COM | 56 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROFIRE ENERGY INC | 74316X101 | COM | 70 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ASENSUS SURGICAL INC | 04367G103 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Ampio Pharmaceuticals | 03209T109 | COM | 267 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CORBUS PHARMACEUTICALS HLDGS | 21833P103 | COM | 100 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MUSTANG BIO INC | 62818Q104 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TFF PHARMACEUTICALS INC | 87241J104 | COM | 28 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ELECTROCORE INC | 28531P103 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| EVOFEM BIOSCIENCES INC | 30048L104 | COM | 182 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MARRONE BIO INNOVATIONS INC | 57165B106 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| BAUDAX BIO INC | 07160F107 | COM | 132 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| U S WELL SERVICES INC | 91274U101 | CLASS A | 377 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CONFORMIS INC | 20717E101 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ALTABANCORP | 021347109 | COM | 7 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Checkpoint Therapeutics Inc Com | 162828107 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CYCLERION THERAPEUTICS INC | 23255M105 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ACORDA THERAPEUTICS INC COM | 00484M601 | Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CASTLIGHT HEALTH INC CL B | 14862Q100 | Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| AERPIO PHARMACEUTICALS INC | 00810B105 | COM | 228 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| LIVEXLIVE MEDIA INC | 53839L208 | COM NEW | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001423442-21-000006 | this filing | 2021-08-09 | acceptance time not in the bulk data set |