O'Shaughnessy Asset Management

O'Shaughnessy Asset Management portfolio companies for quarter ending December 2011

Ticker Name Portfolio Weight Share Count Price Last Trade
Altisource Portfolio Solns S reg shs 0.00 158776 50.36 0.00
BP BP 0.00 85011 42.74 43.79
CB Chubb Corporation 0.00 523287 69.52 88.87
SNP China Petroleum & Chemical 0.00 25829 105.05 110.64
ABV Companhia de Bebidas das Americas 0.00 9768 36.09 42.20
BSBR Banco Santander 0.00 19552 8.14 7.44
SID Companhia Siderurgica Nacional 0.00 21627 8.18 3.44
BBL BHP Billiton 0.00 7060 58.39 60.60
CHL China Mobile 0.00 115232 48.49 55.03
CEO CNOOC 0.00 831 174.68 188.35
GLW Corning Incorporated 0.00 11289 12.98 16.26
Aercap Holdings Nv Ord Cmn 0.00 10189 11.29 0.00
BLK BlackRock 0.00 30984 178.91 293.29
AIZ Assurant 0.00 116282 41.06 50.57
AXP American Express Company 0.00 40733 47.17 76.11
Ace Limited Cmn 0.00 544 70.12 0.00
BK Bank of New York Mellon Corporation 0.00 1 19.90 30.21
AMP Ameriprise Financial 0.00 244972 49.87 81.87
AN AutoNation 0.00 12377 37.01 46.27
COG Cabot Oil & Gas Corporation 0.00 17458 76.08 71.39
CAT Caterpillar 0.00 456 90.60 88.50
KO Coca-Cola Company 0.00 87229 69.97 42.17
KOF Coca-Cola FEMSA, S.A.B. de C.V. 0.00 3112 95.21 152.78
COST Costco Wholesale Corporation 0.00 683 83.32 113.97
ABT Abbott Laboratories 0.00 129517 56.23 37.93
BAX Baxter International 0.00 175655 49.72 73.15
ADM Archer Daniels Midland Company 0.00 288 28.60 34.76
CLH Clean Harbors 0.00 2701 63.73 59.12
CBS CBS Corporation 0.00 105777 27.17 51.74
AEE Ameren Corporation 0.00 52258 33.13 36.09
Bunge 0.00 119 57.20 0.00
CVX Chevron Corporation 0.00 52715 106.44 126.55
ED Consolidated Edison 0.00 93298 62.08 60.98
CAH Cardinal Health 0.00 80023 40.79 47.74
BMY Bristol Myers Squibb 0.00 660120 35.30 46.36
MMM 3M Company 0.00 41 81.73 111.74
T AT&T; 0.00 898937 30.29 36.84
APA Apache Corporation 0.00 4397 90.58 84.31
AVP Avon Products 0.00 82181 17.47 24.07
BBBY Bed Bath & Beyond 0.00 8962 57.97 68.79
CCL Carnival Corporation 0.00 828 32.64 33.04
CERN Cerner Corporation 0.00 2822 61.25 98.20
CSCO Cisco Systems 0.00 31871 18.08 23.97
CTXS Citrix Systems 0.00 762 60.72 66.27
COH Coach 0.00 108 61.04 60.03
CNW Con-way 0.00 5628 29.16 39.68
CPRT Copart 0.00 6674 47.89 37.08
CLB Core Laboratories N.V. 0.00 4734 113.95 146.15
CBRL Cracker Barrel Old Country Store 0.00 480 50.41 86.95
BF.B Brown-Forman Corporation 0.00 43172 80.61 0.00
BKE Buckle 0.00 8325 41.06 56.47
AFL AFLAC Incorporated 0.00 2348 43.26 55.72
ADP Automatic Data Processing 0.00 63346 54.01 71.01
BBY Best Buy 0.00 1080577 23.47 25.37
BCR C.R. Bard 0.00 4026 85.83 107.11
CACI CACI International 0.00 464 55.92 64.01
AIN Albany International 0.00 18 23.12 32.03
AVA Avista Corporation 0.00 21327 25.75 28.57
AFFX Affymetrix 0.00 1872 4.09 3.79
ARB Arbitron 0.00 8638 34.57 46.76
ABM ABM Industries 0.00 21030 20.62 23.40
ACIW ACI Worldwide 0.00 41749 28.78 45.25
COO Cooper Companies 0.00 16303 70.71 111.00
ADI Analog Devices 0.00 2376 35.78 45.97
ABC AmerisourceBergen 0.00 17288 37.19 54.83
CATO Cato Corporation 0.00 185 24.20 24.82
CQB Chiquita Brands International 0.00 19266 8.34 10.04
Celestica 0.00 410003 7.37 0.00
B Barnes 0.00 343 24.11 30.64
CPWM Cost Plus 0.00 262047 9.80 0.00
Agrium 0.00 1743 67.11 0.00
AM American Greetings Corporation 0.00 203 12.51 18.44
AZN AstraZeneca 0.00 595353 46.41 52.33
CAB Cabela's Incorporated 0.00 11242 25.55 70.95
CDNS Cadence Design Systems 0.00 19006 10.40 14.79
CPB Campbell Soup Company 0.00 22572 33.24 46.53
CTL CenturyLink 0.00 33928 37.39 37.39
AET Aetna 0.00 859067 42.38 60.43
CEC CEC Entertainment 0.00 48 34.45 39.70
AFG American Financial 0.00 85976 36.93 48.92
CVG Convergys Corporation 0.00 18 12.77 18.27
AEG AEGON N.V. 0.00 20019 4.02 6.46
AA Alcoa 0.00 38655 8.69 8.78
AGN Allergan 0.00 10998 87.74 98.70
MO Altria 0.00 245664 29.68 37.03
AMGN Amgen 0.00 81898 64.55 105.86
APC Anadarko Petroleum Corporation 0.00 6070 76.33 90.99
AAPL Apple 0.00 15139 405.00 446.26
BHI Baker Hughes Incorporated 0.00 37930 48.72 48.00
COF Capital One Financial 0.00 5638 42.29 62.87
CI CIGNA Corporation 0.00 1632 42.00 68.64
CL Colgate-Palmolive Company 0.00 41914 92.39 61.70
COP ConocoPhillips 0.00 483094 73.12 63.80
AEP American Electric Power Company 0.00 30182 41.31 49.34
APOL Apollo 0.00 2881 53.87 21.35
BIIB Biogen Idec 0.00 27898 110.05 236.91
CAJ Canon 0.00 14040 44.04 38.39
Cnh Global N.v. 0.00 13074 36.07 0.00
Accenture 0.00 37099 53.23 0.00
CTAS Cintas Corporation 0.00 25589 34.92 46.16
CNS Cohen & Steers 0.00 47726 29.05 44.15
CVH Coventry Health Care 0.00 16411 30.37 49.99
AAP Advance Auto Parts 0.00 14121 69.78 86.41
ARO Aeropostale 0.00 9582 15.25 16.66
COKE Coca-Cola Bottling Co. Consolidated 0.00 258 58.55 61.47
AZO AutoZone 0.00 72309 325.89 421.13
CHDN Churchill Downs 0.00 53705 52.34 82.00
ASCMA Ascent Media Corporation 0.00 7 50.71 73.92
CSTR Coinstar 0.00 1233 45.64 58.79
BIG Big Lots 0.00 77207 37.76 38.97
CAG ConAgra Foods 0.00 1043788 26.50 35.55
Bce 0.00 114720 41.67 0.00
ANAT American National Insurance Company 0.00 13191 73.03 98.75
ADS Alliance Data Systems Corporation 0.00 41729 104.06 180.96
AMAT Applied Materials 0.00 106039 10.71 14.70
Arch Capital 0.00 4405 37.23 0.00
CHK Chesapeake Energy Corporation 0.00 7425 22.29 21.38
AAN.A Aaron's 0.00 29663 26.81 0.00
CASC Cascade Corporation 0.00 5773 47.42 0.00
ACAT Arctic Cat 0.00 170 22.55 47.92
MCF Contango Oil & Gas Company 0.00 5417 58.46 37.14
OZRK Bank of the Ozarks 0.00 89571 29.78 44.79
AMZN Amazon 0.00 760 173.10 265.92
CNA CNA Financial Corporation 0.00 31319 26.75 34.92
CHH Choice Hotels International 0.00 441 38.05 41.13
CAR Avis Budget 0.00 66247 10.75 32.44
BZ Boise 0.00 70317 7.12 8.00
ABD ACCO Brands Corporation 0.00 77328 9.65 0.00
Aspen Insurance Holdings Ltd shs 0.00 10 26.50 0.00
ATML Atmel Corporation 0.00 201165 8.12 7.56
CVC Cablevision Systems Corporation 0.00 16558 14.29 15.75
AFCE AFC Enterprises 0.00 1943 14.70 33.75
BOKF BOK Financial Corporation 0.00 632 54.93 65.75
EAT Brinker International 0.00 6609 26.76 41.75
AMSWA American Software 0.00 290472 9.48 8.44
CPTS Conceptus 0.00 2254 12.64 30.96
ATVI Activision Blizzard 0.00 179110 12.35 15.55
CIG Companhia Energetica Minas Gerais 0.00 13112 17.79 11.46
Aircastle 0.00 2324 12.72 0.00
AXL American Axle & Manufact. Holdings 0.00 1136 9.89 16.91
AVD American Vanguard 0.00 105738 13.36 31.92
AGP AMERIGROUP Corporation 0.00 34851 59.16 0.00
AFSI Amtrust Financial Services 0.00 237601 23.87 32.04
MT ArcelorMittal 0.00 14722 18.19 13.24
Asm International Nvusd 0.00 9654 29.06 0.00
BGCP BGC Partners 0.00 94788 5.96 5.74
BTM Brasil Telecom SA 0.00 2017 17.79 0.00
CELL Brightpoint 0.00 67457 10.78 0.00
BRKS Brooks Automation 0.00 108049 10.27 10.34
BC Brunswick Corporation 0.00 23711 18.13 34.83
CE Celanese Corporation 0.00 376 44.27 49.98
CEA China Eastern Airlines 0.00 915 17.76 18.78
SBS Companhia de Saneamento Basi 0.00 1862 55.65 13.50
CBB Cincinnati Bell 0.00 24245 3.03 3.65
ELP Companhia Paranaense de Energia 0.00 13 20.98 18.40
CGX Consolidated Graphics 0.00 19455 48.28 46.67
AEPI AEP Industries 0.00 58 28.15 84.59
AVAV AeroVironment 0.00 10797 31.62 20.25
ALK Alaska Air 0.00 13893 75.19 58.94
AEL American Equity Investment Life Holding 0.00 45540 10.40 15.83
ARGN Amerigon Incorporated 0.00 2259 14.26 0.00
AP Ampco-Pittsburgh 0.00 26 19.34 18.89
ANDE Andersons 0.00 1240 43.66 55.81
BMA Banco Macro SA 0.00 13390 19.50 15.47
BTH Blyth 0.00 4546 56.80 14.30
BWS Brown Shoe Company 0.00 19635 8.90 17.88
BKI Buckeye Technologies 0.00 61976 33.57 37.44
CLMS Calamos Asset Management 0.00 125776 12.51 10.98
CSH Cash America International 0.00 14489 46.63 47.00
CLF Cliffs Natural Resources 0.00 39534 62.35 21.80
CYH Community Health Systems 0.00 6191 17.45 44.15
ABG Asbury Automotive 0.00 39197 21.56 42.03
AEA Advance America, Cash Advance Centers 0.00 274592 8.97 0.00
AIRM Air Methods Corporation 0.00 47210 84.89 35.75
ALTR Altera Corporation 0.00 73549 37.10 33.72
AMSG AmSurg 0.00 120 26.04 35.99
ATRI Atrion Corporation 0.00 39027 240.81 210.01
ATSG Air Transport Services 0.00 48 4.72 6.05
BBVA Banco Bilbao Vizcaya Argentaria SA 0.00 17048 8.57 9.28
BFR BBVA Banco Frances S.A. 0.00 16459 4.87 4.19
BRS Bristow 0.00 326 47.39 66.88
CGNX Cognex Corporation 0.00 10218 35.95 45.43
CHSI Catalyst Health Solutions 0.00 4131 52.00 0.00
CMG Chipotle Mexican Grill 0.00 1780 337.74 376.13
CMTL Comtech Telecomm 0.00 190764 28.70 26.85
CNP CenterPoint Energy 0.00 98681 20.09 24.38
CNSL Consolidated Communications Holdings 0.00 105968 19.12 18.99
Copa Holdings Sa-class A 0.00 23485 58.67 0.00
CPL CPFL Energia S.A. 0.00 144 28.21 22.81
CRDN Ceradyne 0.00 36894 26.85 0.00
CRMT America's Car-Mart 0.00 52520 39.23 46.95
CRR CARBO Ceramics 0.00 4531 123.81 70.40
CRUS Cirrus Logic 0.00 33430 15.91 23.23
Group Cgi Cad Cl A 0.00 67 18.85 0.00
SAM Boston Beer Company 0.00 2139 108.56 153.03
STD Banco Santander, S.A. 0.00 89569 7.52 0.00
Cimarex Energy 0.00 8397 61.90 0.00
ZNH China Southern Airlines 0.00 2222 25.45 26.24
ABB ABB 0.00 7393 18.83 22.59
ARGO GROUP INTERNATIONAL Holdi Com Stk 0.00 9766 28.96 0.00
ALGT Allegiant Travel Company 0.00 10442 53.59 93.11
ALJ Alon USA Energy 0.00 136 8.71 18.79
AMSF Amerisafe 0.00 17820 23.35 33.27
ASCA Ameristar Casinos 0.00 67631 17.38 26.43
Asml Holding Nv Adr depository receipts 0.00 993 41.79 0.00
ASX Advanced Semiconductor Engineering 0.00 1136 4.34 4.33
ATK Alliant Techsystems 0.00 2038 57.16 77.32
Audiocodes Ltd Com Stk 0.00 38436 3.90 0.00
BDC Belden 0.00 8057 33.46 54.50
BTI British American Tobac 0.00 7375 94.88 113.52
BWA BorgWarner 0.00 11094 64.01 84.02
CALM Cal-Maine Foods 0.00 195116 36.70 44.41
CBI Chicago Bridge & Iron Company N.V. 0.00 7234 37.80 64.06
CBZ CBIZ 0.00 163555 6.11 6.68
CELG Celgene Corporation 0.00 2808 67.60 127.81
CHA China Telecom Corporation 0.00 3344 57.13 52.17
CHG CH Energy 0.00 13918 58.38 64.83
CHU China Uni 0.00 12398 21.13 14.91
CIA Citizens 0.00 76082 9.73 6.24
CNC Centene Corporation 0.00 36440 39.71 51.55
CPHD Cepheid 0.00 36217 34.51 39.40
CPK Chesapeake Utilities Corporation 0.00 1992 43.35 53.75
CPLA Capella Education Company 0.00 31757 36.05 44.37
CPSI Computer Programs & Systems 0.00 43379 51.24 52.07
LNG Cheniere Energy 0.00 183047 8.73 30.27
PLCE Children's Place Retail Stores 0.00 8006 53.35 51.01
ABCO Advisory Board Company 0.00 257 74.21 51.10
ALG Alamo 0.00 30 26.93 42.94
BAS Basic Energy Services 0.00 183076 19.80 14.79
BEBE bebe stores 0.00 109130 8.37 5.39
BOBE Bob Evans Farms 0.00 217 33.54 46.88
BT BT 0.00 219146 29.64 48.59
BWLD Buffalo Wild Wings 0.00 13885 67.74 96.59
CBM Cambrex Corporation 0.00 158618 7.21 12.98
CCU Compania Cervecerias Unidas S.A. 0.00 1829 63.10 30.50
CHD Church & Dwight 0.00 131218 45.83 62.98
CHFC Chemical Financial Corporation 0.00 883 21.32 26.46
CHECK POINT SOFTWARE Technolog Com Stk 0.00 2003 52.54 0.00
CIB Bancolombia S.A. 0.00 267 59.56 63.52
Callon Pete Co Del Com Stk 0.00 245 4.97 0.00
CRVL CorVel Corporation 0.00 499 51.71 49.57
GTLS Chart Industries 0.00 37586 54.21 96.12
SRCE 1st Source Corporation 0.00 188972 25.46 24.50
ALOG Analogic Corporation 0.00 74 57.32 81.24
ATRO Astronics Corporation 0.00 158229 35.97 33.54
AXE Anixter International 0.00 11746 59.95 76.39
BJRI BJ's Restaurants 0.00 295 45.32 38.77
CASS Cass Information Systems 0.00 50 36.39 44.79
CKEC Carmike Cinemas 0.00 152 6.88 17.27
ATI Allegheny Technologies Incorporated 0.00 19200 47.98 30.90
BBSI Barrett Business Services 0.00 509 19.96 59.02
CAM Cameron International Corporation 0.00 109 49.19 64.47
CWST Casella Waste Systems 0.00 528 6.40 3.95
BAK Braskem SA 0.00 2451 14.10 16.42
BELFB Bel Fuse 0.00 52 18.75 15.40
CSU Capital Senior Living Corporation 0.00 215164 7.98 26.47
CSV Carriage Services 0.00 303 5.60 17.50
CLICKSOFTWARE TECHNOLOGIES Ltd Com Stk 0.00 167 9.59 0.00
CGV CGG Veritas 0.00 1761 23.22 0.00
AZPN Aspen Technology 0.00 130286 17.39 30.69
CRS Carpenter Technology Corporation 0.00 43642 51.61 49.73
ARDNA Arden 0.00 69 90.01 102.12
ART Artio Global Investors 0.00 95918 4.88 2.74
VLCY Cambium Learning 0.00 515 3.02 0.00
CBOU Caribou Coffee Company 0.00 32783 14.01 0.00
CMRG Casual Male Retail 0.00 319 3.42 0.00
CCF Chase Corporation 0.00 66 13.90 19.55
STV China Digital TV Holding 0.00 85 3.17 1.65
CIDM Cinedigm Digital Cinema 0.00 194 1.37 1.43
JCS Communications Systems 0.00 137 14.06 9.88
CRRC Courier Corporation 0.00 78 11.73 14.41
FLWS 1-800-FLOWERS 0.00 945 2.20 6.46
Alterra Capital Holdings Lim 0.00 62228 23.63 0.00
ARKR Ark Restaurants 0.00 25 13.40 20.55
BRN Barnwell Industries 0.00 240 2.70 3.20
ATAI ATA 0.00 170 7.50 4.01
BGS B&G; Foods 0.00 108833 24.18 30.04
CMT Core Molding Technologies 0.00 681 8.09 9.38
Cloud Peak Energy 0.00 14660 19.32 0.00
China Yuchai Intl 0.00 76725 13.79 0.00
AIMC Altra Holdings 0.00 69880 18.93 28.79
BLL Ball Corporation 0.00 34380 35.88 46.27
BPI Bridgepoint Education 0.00 16681 23.00 12.50
CNO CNO Financial 0.00 357433 6.31 11.88
CATM Cardtronics 0.00 383598 27.14 29.13
Addus Homecare 0.00 705 3.57 0.00
BRFS BRF Brasil Foods SA 0.00 1780 19.55 24.22
CFX Colfax Corporation 0.00 162339 28.61 50.10
TAST Carrols Restaurant 0.00 963 11.57 6.03
Avago Technologies 0.00 952 28.86 0.00
ATX A.T. Cross Company 0.00 499 11.28 14.00
AE Adams Resources & Energy 0.00 128 29.11 63.40
BBW Build-A-Bear Workshop 0.00 291 8.46 6.59
BWC Babcock & Wilcox 0.00 1 24.10 29.88
MY China Ming Yang Wind Power 0.00 210148 2.27 1.94
AMOT Allied Motion Technologies 0.00 235 5.64 6.60
CHTR Charter Communications 0.00 1133 56.89 114.50
Allied World Assurance 0.00 21391 62.93 0.00
AV Aviva 0.00 220922 9.25 10.27
Cascade Ban 0.00 26899 4.40 0.00
Coca-cola Enterprises 0.00 806321 25.88 0.00
CLCT Collectors Universe 0.00 115 14.57 13.76
BMRC Bank of Marin Ban 0.00 8261 37.78 39.92
AGX Argan 0.00 530 15.21 16.45
BAH Booz Allen Hamilton Holding Corporation 0.00 681 17.25 18.50
CZNC Citizens & Northern Corporation 0.00 11245 18.57 19.75
CHRM Charm Communications 0.00 1060 8.68 5.51
ABH AbitibiBowater 0.00 8743 14.55 0.00
Chunghwa Telecom Co Ltd - 0.00 21671 33.28 0.00
GRRF China GrenTech Corporation 0.00 105 2.60 0.00
CECE CECO Environmental 0.00 219 5.55 12.41
ChipMOS Technology Bermuda Ltd. shs 0.00 2433 5.16 0.00
Ann 0.00 2452 24.78 0.00
Citi 0.00 1 26.30 0.00
Amc Networks Inc Cl A 0.00 1 37.60 0.00