O'Shaughnessy Asset Management

O'Shaughnessy Asset Management portfolio companies for December 2011 quarter

Company (Ticker) 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 38.44
Chubb Corporation (CB) 0.00 523287 69.52 98.78
China Petroleum & Chemical (SNP) 0.00 25829 105.05 78.22
Companhia de Bebidas das Americas (ABV) 0.00 9768 36.09 0.00
Banco Santander (BSBR) 0.00 19552 8.14 4.35
Companhia Siderurgica Nacional (SID) 0.00 21627 8.18 1.61
BHP Billiton (BBL) 0.00 7060 58.39 42.79
China Mobile (CHL) 0.00 115232 48.49 63.03
CNOOC (CEO) 0.00 831 174.68 133.62
Corning Incorporated (GLW) 0.00 11289 12.98 22.80
Aercap Holdings Nv Ord Cmn 0.00 10189 11.29 0.00
BlackRock (BLK) 0.00 30984 178.91 357.74
Assurant (AIZ) 0.00 116282 41.06 61.02
American Express Company (AXP) 0.00 40733 47.17 79.39
Ace Limited Cmn 0.00 544 70.12 0.00
Bank of New York Mellon Corporation (BK) 0.00 1 19.90 39.44
Ameriprise Financial (AMP) 0.00 244972 49.87 131.20
AutoNation (AN) 0.00 12377 37.01 60.20
Cabot Oil & Gas Corporation (COG) 0.00 17458 76.08 27.30
Caterpillar (CAT) 0.00 456 90.60 79.57
Coca-Cola Company (KO) 0.00 87229 69.97 40.22
Coca-Cola FEMSA, S.A.B. de C.V. (KOF) 0.00 3112 95.21 78.77
Costco Wholesale Corporation (COST) 0.00 683 83.32 148.30
Abbott Laboratories (ABT) 0.00 129517 56.23 46.40
Baxter International (BAX) 0.00 175655 49.72 67.92
Archer Daniels Midland Company (ADM) 0.00 288 28.60 45.32
Clean Harbors (CLH) 0.00 2701 63.73 54.84
CBS Corporation (CBS) 0.00 105777 27.17 59.57
Ameren Corporation (AEE) 0.00 52258 33.13 41.21
Bunge 0.00 119 57.20 0.00
Chevron Corporation (CVX) 0.00 52715 106.44 102.86
Consolidated Edison (ED) 0.00 93298 62.08 59.90
Cardinal Health (CAH) 0.00 80023 40.79 87.33
Bristol Myers Squibb (BMY) 0.00 660120 35.30 66.08
3M Company (MMM) 0.00 41 81.73 162.72
AT&T; (T) 0.00 898937 30.29 32.70
Apache Corporation (APA) 0.00 4397 90.58 60.29
Avon Products (AVP) 0.00 82181 17.47 8.09
Bed Bath & Beyond (BBBY) 0.00 8962 57.97 74.05
Carnival Corporation (CCL) 0.00 828 32.64 43.98
Cerner Corporation (CERN) 0.00 2822 61.25 69.83
Cisco Systems (CSCO) 0.00 31871 18.08 28.51
Citrix Systems (CTXS) 0.00 762 60.72 59.63
Coach (COH) 0.00 108 61.04 40.63
Con-way (CNW) 0.00 5628 29.16 44.07
Copart (CPRT) 0.00 6674 47.89 36.58
Core Laboratories N.V. (CLB) 0.00 4734 113.95 105.11
Cracker Barrel Old Country Store (CBRL) 0.00 480 50.41 150.50
Brown-Forman Corporation (BF.B) 0.00 43172 80.61 0.00
Buckle (BKE) 0.00 8325 41.06 48.55
AFLAC Incorporated (AFL) 0.00 2348 43.26 61.39
Automatic Data Processing (ADP) 0.00 63346 54.01 85.00
Best Buy (BBY) 0.00 1.08M 23.47 40.39
C.R. Bard (BCR) 0.00 4026 85.83 166.60
CACI International (CACI) 0.00 464 55.92 85.86
Albany International (AIN) 0.00 18 23.12 37.54
Avista Corporation (AVA) 0.00 21327 25.75 32.60
Affymetrix (AFFX) 0.00 1872 4.09 12.24
Arbitron (ARB) 0.00 8638 34.57 0.00
ABM Industries (ABM) 0.00 21030 20.62 29.12
ACI Worldwide (ACIW) 0.00 41749 28.78 20.07
Cooper Companies (COO) 0.00 16303 70.71 182.47
Analog Devices (ADI) 0.00 2376 35.78 57.76
AmerisourceBergen (ABC) 0.00 17288 37.19 103.61
Cato Corporation (CATO) 0.00 185 24.20 41.12
Chiquita Brands International (CQB) 0.00 19266 8.34 0.00
Celestica 0.00 410003 7.37 0.00
Barnes (B) 0.00 343 24.11 38.70
Cost Plus (CPWM) 0.00 262047 9.80 0.00
Agrium 0.00 1743 67.11 0.00
American Greetings Corporation (AM) 0.00 203 12.51 24.79
AstraZeneca (AZN) 0.00 595353 46.41 64.92
Cabela's Incorporated (CAB) 0.00 11242 25.55 56.20
Cadence Design Systems (CDNS) 0.00 19006 10.40 17.85
Campbell Soup Company (CPB) 0.00 22572 33.24 45.09
CenturyLink (CTL) 0.00 33928 37.39 35.12
Aetna (AET) 0.00 859067 42.38 100.76
CEC Entertainment (CEC) 0.00 48 34.45 0.00
American Financial (AFG) 0.00 85976 36.93 62.49
Convergys Corporation (CVG) 0.00 18 12.77 21.27
AEGON N.V. (AEG) 0.00 20019 4.02 7.81
Alcoa (AA) 0.00 38655 8.69 9.76
Allergan (AGN) 0.00 10998 87.74 234.98
Altria (MO) 0.00 245664 29.68 52.47
Amgen (AMGN) 0.00 81898 64.55 153.92
Anadarko Petroleum Corporation (APC) 0.00 6070 76.33 79.89
Apple (AAPL) 0.00 15139 405.00 123.28
Baker Hughes Incorporated (BHI) 0.00 37930 48.72 59.73
Capital One Financial (COF) 0.00 5638 42.29 77.96
CIGNA Corporation (CI) 0.00 1632 42.00 120.83
Colgate-Palmolive Company (CL) 0.00 41914 92.39 68.17
ConocoPhillips (COP) 0.00 483094 73.12 61.42
American Electric Power Company (AEP) 0.00 30182 41.31 55.21
Apollo (APOL) 0.00 2881 53.87 26.16
Biogen Idec (BIIB) 0.00 27898 110.05 415.20
Canon (CAJ) 0.00 14040 44.04 32.87
Cnh Global N.v. 0.00 13074 36.07 0.00
Accenture 0.00 37099 53.23 0.00
Cintas Corporation (CTAS) 0.00 25589 34.92 82.26
Cohen & Steers (CNS) 0.00 47726 29.05 40.39
Coventry Health Care (CVH) 0.00 16411 30.37 0.00
Advance Auto Parts (AAP) 0.00 14121 69.78 147.03
Aeropostale (ARO) 0.00 9582 15.25 3.97
Coca-Cola Bottling Co. Consolidated (COKE) 0.00 258 58.55 104.69
AutoZone (AZO) 0.00 72309 325.89 644.63
Churchill Downs (CHDN) 0.00 53705 52.34 109.40
Ascent Media Corporation (ASCMA) 0.00 7 50.71 42.18
Coinstar (CSTR) 0.00 1233 45.64 0.00
Big Lots (BIG) 0.00 77207 37.76 50.09
ConAgra Foods (CAG) 0.00 1.04M 26.50 33.68
Bce 0.00 114720 41.67 0.00
American National Insurance Company (ANAT) 0.00 13191 73.03 96.02
Alliance Data Systems Corporation (ADS) 0.00 41729 104.06 275.30
Applied Materials (AMAT) 0.00 106039 10.71 23.76
Arch Capital 0.00 4405 37.23 0.00
Chesapeake Energy Corporation (CHK) 0.00 7425 22.29 14.13
Aaron's (AAN.A) 0.00 29663 26.81 0.00
Cascade Corporation (CASC) 0.00 5773 47.42 0.00
Arctic Cat (ACAT) 0.00 170 22.55 37.55
Contango Oil & Gas Company (MCF) 0.00 5417 58.46 21.86
Bank of the Ozarks (OZRK) 0.00 89571 29.78 36.25
Amazon (AMZN) 0.00 760 173.10 372.62
CNA Financial Corporation (CNA) 0.00 31319 26.75 40.44
Choice Hotels International (CHH) 0.00 441 38.05 62.21
Avis Budget (CAR) 0.00 66247 10.75 59.56
Boise (BZ) 0.00 70317 7.12 0.00
ACCO Brands Corporation (ABD) 0.00 77328 9.65 0.00
Aspen Insurance Holdings Ltd shs 0.00 10 26.50 0.00
Atmel Corporation (ATML) 0.00 201165 8.12 8.60
Cablevision Systems Corporation (CVC) 0.00 16558 14.29 17.81
AFC Enterprises (AFCE) 0.00 1943 14.70 40.18
BOK Financial Corporation (BOKF) 0.00 632 54.93 60.27
Brinker International (EAT) 0.00 6609 26.76 58.33
American Software (AMSWA) 0.00 290472 9.48 9.44
Conceptus (CPTS) 0.00 2254 12.64 0.00
Activision Blizzard (ATVI) 0.00 179110 12.35 22.67
Companhia Energetica Minas Gerais (CIG) 0.00 13112 17.79 3.77
Aircastle 0.00 2324 12.72 0.00
American Axle & Manufact. Holdings (AXL) 0.00 1136 9.89 24.36
American Vanguard (AVD) 0.00 105738 13.36 10.04
AMERIGROUP Corporation (AGP) 0.00 34851 59.16 0.00
Amtrust Financial Services (AFSI) 0.00 237601 23.87 55.19
ArcelorMittal (MT) 0.00 14722 18.19 10.31
Asm International Nvusd 0.00 9654 29.06 0.00
BGC Partners (BGCP) 0.00 94788 5.96 8.57
Brasil Telecom SA (BTM) 0.00 2017 17.79 0.00
Brightpoint (CELL) 0.00 67457 10.78 0.00
Brooks Automation (BRKS) 0.00 108049 10.27 11.50
Brunswick Corporation (BC) 0.00 23711 18.13 52.20
Celanese Corporation (CE) 0.00 376 44.27 56.85
China Eastern Airlines (CEA) 0.00 915 17.76 23.04
Companhia de Saneamento Basi (SBS) 0.00 1862 55.65 5.10
Cincinnati Bell (CBB) 0.00 24245 3.03 3.46
Companhia Paranaense de Energia (ELP) 0.00 13 20.98 10.11
Consolidated Graphics (CGX) 0.00 19455 48.28 0.00
AEP Industries (AEPI) 0.00 58 28.15 49.22
AeroVironment (AVAV) 0.00 10797 31.62 25.59
Alaska Air (ALK) 0.00 13893 75.19 64.08
American Equity Investment Life Holding (AEL) 0.00 45540 10.40 28.29
Amerigon Incorporated (ARGN) 0.00 2259 14.26 0.00
Ampco-Pittsburgh (AP) 0.00 26 19.34 17.13
Andersons (ANDE) 0.00 1240 43.66 39.30
Banco Macro SA (BMA) 0.00 13390 19.50 56.42
Blyth (BTH) 0.00 4546 56.80 7.71
Brown Shoe Company (BWS) 0.00 19635 8.90 30.05
Buckeye Technologies (BKI) 0.00 61976 33.57 0.00
Calamos Asset Management (CLMS) 0.00 125776 12.51 12.54
Cash America International (CSH) 0.00 14489 46.63 23.58
Cliffs Natural Resources (CLF) 0.00 39534 62.35 5.38
Community Health Systems (CYH) 0.00 6191 17.45 49.70
Asbury Automotive (ABG) 0.00 39197 21.56 75.23
Advance America, Cash Advance Centers (AEA) 0.00 274592 8.97 0.00
Air Methods Corporation (AIRM) 0.00 47210 84.89 50.09
Altera Corporation (ALTR) 0.00 73549 37.10 35.31
AmSurg (AMSG) 0.00 120 26.04 60.82
Atrion Corporation (ATRI) 0.00 39027 240.81 325.05
Air Transport Services (ATSG) 0.00 48 4.72 8.90
Banco Bilbao Vizcaya Argentaria SA (BBVA) 0.00 17048 8.57 9.42
BBVA Banco Frances S.A. (BFR) 0.00 16459 4.87 18.99
Bristow (BRS) 0.00 326 47.39 58.24
Cognex Corporation (CGNX) 0.00 10218 35.95 46.41
Catalyst Health Solutions (CHSI) 0.00 4131 52.00 0.00
Chipotle Mexican Grill (CMG) 0.00 1780 337.74 665.38
Comtech Telecomm (CMTL) 0.00 190764 28.70 30.97
CenterPoint Energy (CNP) 0.00 98681 20.09 20.60
Consolidated Communications Holdings (CNSL) 0.00 105968 19.12 20.83
Copa Holdings Sa-class A 0.00 23485 58.67 0.00
CPFL Energia S.A. (CPL) 0.00 144 28.21 11.14
Ceradyne (CRDN) 0.00 36894 26.85 0.00
America's Car-Mart (CRMT) 0.00 52520 39.23 52.41
CARBO Ceramics (CRR) 0.00 4531 123.81 34.03
Cirrus Logic (CRUS) 0.00 33430 15.91 33.06
Group Cgi Cad Cl A 0.00 67 18.85 0.00
Boston Beer Company (SAM) 0.00 2139 108.56 259.65
Banco Santander, S.A. (STD) 0.00 89569 7.52 0.00
Cimarex Energy 0.00 8397 61.90 0.00
China Southern Airlines (ZNH) 0.00 2222 25.45 24.78
ABB (ABB) 0.00 7393 18.83 20.21
ARGO GROUP INTERNATIONAL Holdi Com Stk 0.00 9766 28.96 0.00
Allegiant Travel Company (ALGT) 0.00 10442 53.59 190.33
Alon USA Energy (ALJ) 0.00 136 8.71 14.28
Amerisafe (AMSF) 0.00 17820 23.35 39.88
Ameristar Casinos (ASCA) 0.00 67631 17.38 26.50
Asml Holding Nv Adr depository receipts 0.00 993 41.79 0.00
Advanced Semiconductor Engineering (ASX) 0.00 1136 4.34 7.58
Alliant Techsystems (ATK) 0.00 2038 57.16 0.00
Audiocodes Ltd Com Stk 0.00 38436 3.90 0.00
Belden (BDC) 0.00 8057 33.46 85.06
British American Tobac (BTI) 0.00 7375 94.88 108.89
BorgWarner (BWA) 0.00 11094 64.01 58.93
Cal-Maine Foods (CALM) 0.00 195116 36.70 36.72
Chicago Bridge & Iron Company N.V. (CBI) 0.00 7234 37.80 46.73
CBIZ (CBZ) 0.00 163555 6.11 8.73
Celgene Corporation (CELG) 0.00 2808 67.60 118.26
China Telecom Corporation (CHA) 0.00 3344 57.13 59.82
CH Energy (CHG) 0.00 13918 58.38 0.00
China Uni (CHU) 0.00 12398 21.13 15.19
Citizens (CIA) 0.00 76082 9.73 6.98
Centene Corporation (CNC) 0.00 36440 39.71 63.33
Cepheid (CPHD) 0.00 36217 34.51 55.12
Chesapeake Utilities Corporation (CPK) 0.00 1992 43.35 46.69
Capella Education Company (CPLA) 0.00 31757 36.05 64.87
Computer Programs & Systems (CPSI) 0.00 43379 51.24 52.35
Cheniere Energy (LNG) 0.00 183047 8.73 75.38
Children's Place Retail Stores (PLCE) 0.00 8006 53.35 57.66
Advisory Board Company (ABCO) 0.00 257 74.21 51.60
Alamo (ALG) 0.00 30 26.93 55.34
Basic Energy Services (BAS) 0.00 183076 19.80 6.80
bebe stores (BEBE) 0.00 109130 8.37 3.44
Bob Evans Farms (BOBE) 0.00 217 33.54 46.20
BT (BT) 0.00 219146 29.64 66.91
Buffalo Wild Wings (BWLD) 0.00 13885 67.74 184.67
Cambrex Corporation (CBM) 0.00 158618 7.21 33.91
Compania Cervecerias Unidas S.A. (CCU) 0.00 1829 63.10 18.05
Church & Dwight (CHD) 0.00 131218 45.83 83.20
Chemical Financial Corporation (CHFC) 0.00 883 21.32 29.57
CHECK POINT SOFTWARE Technolog Com Stk 0.00 2003 52.54 0.00
Bancolombia S.A. (CIB) 0.00 267 59.56 36.73
Callon Pete Co Del Com Stk 0.00 245 4.97 0.00
CorVel Corporation (CRVL) 0.00 499 51.71 34.76
Chart Industries (GTLS) 0.00 37586 54.21 33.81
1st Source Corporation (SRCE) 0.00 188972 25.46 30.87
Analogic Corporation (ALOG) 0.00 74 57.32 87.93
Astronics Corporation (ATRO) 0.00 158229 35.97 70.28
Anixter International (AXE) 0.00 11746 59.95 75.63
BJ's Restaurants (BJRI) 0.00 295 45.32 51.66
Cass Information Systems (CASS) 0.00 50 36.39 49.33
Carmike Cinemas (CKEC) 0.00 152 6.88 30.36
Allegheny Technologies Incorporated (ATI) 0.00 19200 47.98 31.49
Barrett Business Services (BBSI) 0.00 509 19.96 40.75
Cameron International Corporation (CAM) 0.00 109 49.19 44.71
Casella Waste Systems (CWST) 0.00 528 6.40 4.67
Braskem SA (BAK) 0.00 2451 14.10 7.57
Bel Fuse (BELFB) 0.00 52 18.75 18.93
Capital Senior Living Corporation (CSU) 0.00 215164 7.98 25.17
Carriage Services (CSV) 0.00 303 5.60 24.01
CLICKSOFTWARE TECHNOLOGIES Ltd Com Stk 0.00 167 9.59 0.00
CGG Veritas (CGV) 0.00 1761 23.22 0.00
Aspen Technology (AZPN) 0.00 130286 17.39 36.69
Carpenter Technology Corporation (CRS) 0.00 43642 51.61 38.02
Arden (ARDNA) 0.00 69 90.01 126.38
Artio Global Investors (ART) 0.00 95918 4.88 0.00
Cambium Learning (VLCY) 0.00 515 3.02 0.00
Caribou Coffee Company (CBOU) 0.00 32783 14.01 0.00
Casual Male Retail (CMRG) 0.00 319 3.42 0.00
Chase Corporation (CCF) 0.00 66 13.90 40.64
China Digital TV Holding (STV) 0.00 85 3.17 3.61
Cinedigm Digital Cinema (CIDM) 0.00 194 1.37 1.52
Communications Systems (JCS) 0.00 137 14.06 11.85
Courier Corporation (CRRC) 0.00 78 11.73 24.64
1-800-FLOWERS (FLWS) 0.00 945 2.20 12.61
Alterra Capital Holdings Lim 0.00 62228 23.63 0.00
Ark Restaurants (ARKR) 0.00 25 13.40 24.62
Barnwell Industries (BRN) 0.00 240 2.70 2.48
ATA (ATAI) 0.00 170 7.50 4.20
B&G; Foods (BGS) 0.00 108833 24.18 27.76
Core Molding Technologies (CMT) 0.00 681 8.09 14.18
Cloud Peak Energy 0.00 14660 19.32 0.00
China Yuchai Intl 0.00 76725 13.79 0.00
Altra Holdings (AIMC) 0.00 69880 18.93 26.63
Ball Corporation (BLL) 0.00 34380 35.88 69.72
Bridgepoint Education (BPI) 0.00 16681 23.00 9.04
CNO Financial (CNO) 0.00 357433 6.31 16.13
Cardtronics (CATM) 0.00 383598 27.14 35.46
Addus Homecare 0.00 705 3.57 0.00
BRF Brasil Foods SA (BRFS) 0.00 1780 19.55 19.67
Colfax Corporation (CFX) 0.00 162339 28.61 48.78
Carrols Restaurant (TAST) 0.00 963 11.57 7.63
Avago Technologies 0.00 952 28.86 0.00
A.T. Cross Company (ATX) 0.00 499 11.28 21.48
Adams Resources & Energy (AE) 0.00 128 29.11 63.21
Build-A-Bear Workshop (BBW) 0.00 291 8.46 20.21
Babcock & Wilcox (BWC) 0.00 1 24.10 30.18
China Ming Yang Wind Power (MY) 0.00 210148 2.27 2.11
Allied Motion Technologies (AMOT) 0.00 235 5.64 25.39
Charter Communications (CHTR) 0.00 1133 56.89 181.25
Allied World Assurance 0.00 21391 62.93 0.00
Aviva (AV) 0.00 220922 9.25 16.55
Cascade Ban 0.00 26899 4.40 0.00
Coca-cola Enterprises 0.00 806321 25.88 0.00
Collectors Universe (CLCT) 0.00 115 14.57 21.86
Bank of Marin Ban (BMRC) 0.00 8261 37.78 50.31
Argan (AGX) 0.00 530 15.21 31.69
Booz Allen Hamilton Holding Corporation (BAH) 0.00 681 17.25 28.70
Citizens & Northern Corporation (CZNC) 0.00 11245 18.57 19.33
Charm Communications (CHRM) 0.00 1060 8.68 4.63
AbitibiBowater (ABH) 0.00 8743 14.55 0.00
Chunghwa Telecom Co Ltd - 0.00 21671 33.28 0.00
China GrenTech Corporation (GRRF) 0.00 105 2.60 0.00
CECO Environmental (CECE) 0.00 219 5.55 11.92
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