UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: June 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: O'Shaughnessy Capital Management Inc
Address: 733 Third Avenue
New York, NY 10017
13F File Number:
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person signing this Report on Behalf of Reporting Manager:
Name: Nathan Klebacha
Title: Trader
Phone: 646.953.9025
Signature, Place, and Date of Signing:
Nathan Klebacha New York, NY June 30, 2000
Report Type (Check only one.):
[x] 13f Holdings Report
[ ] 13f Notice.
[ ] 13f Combination Report.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13f Information Table Entry Total: 224
Form 13f Information Table Value Total: $168,299
List of Other Included Managers: None
<PAGE>
<TABLE>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORP COM 885535104 631 10962.00 SH SOLE 10962.00
ACT MANUFACTURING INC COM 000973107 2005 43181.00 SH SOLE 43181.00
ADECCO SA -ADR COM 006754105 586 5523.00 SH SOLE 5523.00
ADMINISTAFF INC COM 007094105 1532 24126.00 SH SOLE 24126.00
ADOBE SYSTEMS INC COM 00724F101 488 3756.00 SH SOLE 3756.00
ADTRAN INC COM 00738a106 308 5148.00 SH SOLE 5148.00
ADVANCED MICRO DEVICES COM 007903107 248 3219.00 SH SOLE 3219.00
ADVO INC COM 007585102 619 14750.00 SH SOLE 14750.00
ALCOA INC COM 013817101 927 31994.00 SH SOLE 31994.00
ALL AMERICAN SEMICONDUCTOR COM 016557407 203 10976.00 SH SOLE 10976.00
ALLIED IRISH BANKS-SPONS ADR COM 019228402 301 16964.00 SH SOLE 16964.00
ALPHA INDUSTRIES INC COM 020753109 1903 43200.00 SH SOLE 43200.00
ALPHA TECHNOLOGIES GROUP INC COM 020781100 134 11300.00 SH SOLE 11300.00
AMCOL INTERNATIONAL CORP COM 02341w103 321 19461.00 SH SOLE 19461.00
AMERICAN POWER CONVERSION COM 029066107 325 7972.00 SH SOLE 7972.00
AMR CORP/DEL COM 001765106 911 34472.00 SH SOLE 34472.00
AMSOUTH BANCORPORATION COM 032165102 199 12687.00 SH SOLE 12687.00
ANIXTER INTERNATIONAL INC COM 035290105 301 11379.00 SH SOLE 11379.00
APPLE COMPUTER INC COM 037833100 2868 54772.00 SH SOLE 54772.00
APPLIED MATERIALS INC COM 038222105 664 7333.00 SH SOLE 7333.00
ARGOSY GAMING COMPANY COM 040228108 1392 96845.00 SH SOLE 96845.00
ARKANSAS BEST CORP COM 040790107 142 14360.00 SH SOLE 14360.00
ARROW ELECTRONICS INC COM 042735100 1689 54504.00 SH SOLE 54504.00
ATMEL CORP COM 049513104 587 15924.00 SH SOLE 15924.00
AUDIOVOX CORP -CL A COM 050757103 1103 50033.00 SH SOLE 50033.00
AUTODESK INC COM 052769106 287 8295.00 SH SOLE 8295.00
AUTONATION INC COM 05329W102 527 74637.00 SH SOLE 74637.00
AUTOTOTE CORP-CLASS A COM 053323101 67 15379.00 SH SOLE 15379.00
AVENTIS -ADR COM 053561106 271 3742.00 SH SOLE 3742.00
AVERY DENNISON CORP COM 053611109 202 3016.00 SH SOLE 3016.00
AVNET INC. COM 053807103 793 13390.00 SH SOLE 13390.00
AXA -SPONS ADR COM 054536107 280 3525.00 SH SOLE 3525.00
AZTAR CORP COM 054802103 1027 66273.00 SH SOLE 66273.00
BANK OF AMERICA CORP COM 060505104 230 5371.00 SH SOLE 5371.00
BANK ONE CORP COM 06423a103 969 36491.00 SH SOLE 36491.00
BEAR STEARNS COMPANIES INC COM 073902108 248 5979.00 SH SOLE 5979.00
BEST BUY COMPANY INC COM 086516101 647 10243.00 SH SOLE 10243.00
BOEING CO COM 097023105 245 5870.00 SH SOLE 5870.00
BOUNDLESS CORPORATION COM 101706208 82 15026.00 SH SOLE 15026.00
BRITISH AIRWAYS -SPONS ADR COM 110419306 547 9527.00 SH SOLE 9527.00
BRITISH AMERICAN TOB-SP ADR COM 110448107 486 36191.00 SH SOLE 36191.00
C&D TECHNOLOGIES INC COM 124661109 285 5060.00 SH SOLE 5060.00
CABLE DESIGN TECHNOLOGIES COM 126924109 935 27922.00 SH SOLE 27922.00
CALPINE CORPORATION COM 131347106 2990 45480.00 SH SOLE 45480.00
CDW COMPUTER CENTERS INC COM 125129106 502 8040.00 SH SOLE 8040.00
CELESTICA INC COM 15101Q108 2790 56229.00 SH SOLE 56229.00
CHARMING SHOPPES COM 161133103 270 53171.00 SH SOLE 53171.00
CHESAPEAKE ENERGY CORP COM 165167107 980 126531.00SH SOLE 126531.00
CIRCUIT CITY STORES-CIRCUIT COM 172737108 1432 43150.00 SH SOLE 43150.00
CITIGROUP INC COM 172967101 447 7421.00 SH SOLE 7421.00
CLAIRE'S STORES INC COM 179584107 252 13098.00 SH SOLE 13098.00
COHERENT INC COM 192479103 461 5499.00 SH SOLE 5499.00
COMPAQ COMPUTER CORP COM 204493100 258 10109.00 SH SOLE 10109.00
COREL CORP COM 21868q109 81 20723.00 SH SOLE 20723.00
CORNING INC COM 219350105 782 2900.00 SH SOLE 2900.00
CORUS GROUP-ADR COM 22087m101 787 54781.00 SH SOLE 54781.00
CSG SYSTEMS INTL INC COM 126349109 451 8046.00 SH SOLE 8046.00
CSX CORP COM 126408103 346 16366.00 SH SOLE 16366.00
CYPRESS SEMICONDUCTOR CORP COM 232806109 465 11013.00 SH SOLE 11013.00
DAIMLERCHRYSLER AG COM D1668R123 454 8739.00 SH SOLE 8739.00
DAMARK INTERNATIONAL INC -A COM 235691102 209 9724.00 SH SOLE 9724.00
DANA CORP COM 235811106 1306 61656.00 SH SOLE 61656.00
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 779 53545.00 SH SOLE 53545.00
DIAGEO PLC-SPONSORED ADR COM 25243Q205 806 22668.00 SH SOLE 22668.00
DOMTAR INC COM 257561100 304 32646.00 SH SOLE 32646.00
DONNELLEY (R.R.) & SONS CO COM 257867101 206 9167.00 SH SOLE 9167.00
DYNEGY INC. COM 26816Q101 3210 46992.86 SH SOLE 46992.86
EATON VANCE CORP COM 278265103 618 13371.00 SH SOLE 13371.00
ECHOSTAR COMMUNICATIONS - A COM 278762109 1721 52000.00 SH SOLE 52000.00
EDUCATION MANAGEMENT CORP COM 28139t101 336 18609.00 SH SOLE 18609.00
ELCOR CORP COM 284443108 277 12060.00 SH SOLE 12060.00
ENRON CORP COM 293561106 2597 40269.34 SH SOLE 40269.34
EPLUS INC COM 294268107 234 8876.00 SH SOLE 8876.00
FACTORY 2-U STORES INC COM 303072102 1155 30566.00 SH SOLE 30566.00
FIRST UNION CORP COM 337358105 819 33040.32 SH SOLE 33040.32
FLEMING COMPANIES INC COM 339130106 350 26802.00 SH SOLE 26802.00
FLEXTRONICS INTL LTD COM Y2573F102 1693 24651.00 SH SOLE 24651.00
FORD MOTOR COMPANY COM 345370100 246 5721.11 SH SOLE 5721.11
FRONTIER AIRLINES INC COM 359065109 197 13811.00 SH SOLE 13811.00
GATEWAY INC COM 367626108 1726 30422.00 SH SOLE 30422.00
GENCOR INDUSTRIES INC COM 368678108 30 20558.00 SH SOLE 20558.00
GENERAL DATACOMM INDS INC COM 369487103 120 19850.00 SH SOLE 19850.00
GENERAL ELECTRIC CO. COM 369604103 449 8479.00 SH SOLE 8479.00
GENERAL MOTORS CORP. COM 370442105 1603 27612.64 SH SOLE 27612.64
GEORGIA GULF CORP COM 373200203 456 21921.00 SH SOLE 21921.00
GEORGIA-PAC (GEORGIA-PAC GP) COM 373298108 591 22532.00 SH SOLE 22532.00
GIGA-TRONICS COM 375175106 166 17492.00 SH SOLE 17492.00
GOODYEAR TIRE & RUBBER CO COM 382550101 514 25732.00 SH SOLE 25732.00
GUESS? INC COM 401617105 437 31226.00 SH SOLE 31226.00
HALL KINION & ASSOCIATES INC COM 406069104 988 29666.00 SH SOLE 29666.00
HATHAWAY CORP COM 419011101 117 21882.00 SH SOLE 21882.00
HEWLETT-PACKARD CO. COM 428236103 819 6560.00 SH SOLE 6560.00
HOME DEPOT INC COM 437076102 431 8641.00 SH SOLE 8641.00
HOT TOPIC INC COM 441339108 201 6311.00 SH SOLE 6311.00
HUNTINGTON BANCSHARES COM 446150104 239 15133.00 SH SOLE 15133.00
IMPERIAL BANCORP COM 452556103 271 17462.00 SH SOLE 17462.00
IMPERIAL CHEMICAL-SPONS ADR COM 452704505 234 7618.00 SH SOLE 7618.00
INFOCUS CORPORATION COM 45665b106 1244 38649.00 SH SOLE 38649.00
INFORMIX CORP COM 456779107 170 22938.00 SH SOLE 22938.00
INSIGHT ENTERPRISES INC COM 45765U103 951 16046.00 SH SOLE 16046.00
INTEL CORP COM 458140100 480 3591.00 SH SOLE 3591.00
INTL BUSINESS MACHINES CORP COM 459200101 466 4254.05 SH SOLE 4254.05
ISLE OF CAPRI CASINOS COM 464592104 1132 83527.00 SH SOLE 83527.00
IVAX CORP COM 465823102 200 4837.00 SH SOLE 4837.00
JABIL CIRCUIT INC COM 466313103 395 7972.00 SH SOLE 7972.00
JDS UNIPHASE CORP COM 46612j101 645 5381.40 SH SOLE 5381.40
JOHNSON CONTROLS INC COM 478366107 990 19302.00 SH SOLE 19302.00
KEITHLEY INSTRUMENTS INC COM 487584104 630 7240.00 SH SOLE 7240.00
KENT ELECTRONICS CORP COM 490553104 639 21436.00 SH SOLE 21436.00
KEYCORP COM 493267108 1105 62748.95 SH SOLE 62748.95
KLA-TENCOR CORPORATION COM 482480100 548 9367.00 SH SOLE 9367.00
KMART CORP COM 482584109 1688 247882.00SH SOLE 247882.00
KROGER CO COM 501044101 286 12993.00 SH SOLE 12993.00
LABORATORY CRP OF AMER HLDGS COM 50540r102 924 11982.40 SH SOLE 11982.40
LEHMAN BROTHERS HOLDINGS INC COM 524908100 2820 29826.14 SH SOLE 29826.14
LEXMARK INTL GROUP INC-CL A COM 529771107 685 10186.00 SH SOLE 10186.00
LIFEPOINT HOSPITALS INC COM 53219L109 493 22163.00 SH SOLE 22163.00
LOCKHEED MARTIN CORPORATION COM 539830109 1245 50196.00 SH SOLE 50196.00
LOEWS CORP COM 540424108 1420 23668.29 SH SOLE 23668.29
LONGVIEW FIBRE CO COM 543213102 221 20040.00 SH SOLE 20040.00
MAGIC SOFTWARE ENTERPRISES COM 559166103 151 14130.00 SH SOLE 14130.00
MANPOWER INC COM 56418H100 282 8826.00 SH SOLE 8826.00
MATRIA HEALTHCARE INC COM 576817100 70 15290.00 SH SOLE 15290.00
MCI WORLDCOM INC COM 98157d106 771 16824.00 SH SOLE 16824.00
MCKESSON HBOC INC COM 58155q103 1269 60620.00 SH SOLE 60620.00
MCNAUGHTON APPAREL GROUP INC COM 582524104 186 17746.00 SH SOLE 17746.00
MENTOR GRAPHICS CORP COM 587200106 578 29106.00 SH SOLE 29106.00
MERIX CORP COM 590049102 426 9078.00 SH SOLE 9078.00
MICRON TECHNOLOGY INC COM 595112103 239 2720.00 SH SOLE 2720.00
MICROS-TO-MAINFRAIMES INC COM 594944100 72 12571.00 SH SOLE 12571.00
MORGAN ST DEAN WITTER & CO COM 617446448 1413 16976.00 SH SOLE 16976.00
MOTOROLA INC COM 620076109 792 27279.00 SH SOLE 27279.00
MSC.SOFTWARE CORPORATION COM 553531104 146 15740.00 SH SOLE 15740.00
NABI COM 628716102 225 30852.00 SH SOLE 30852.00
NABISCO GROUP HOLDINGS COM 62952p102 595 22968.00 SH SOLE 22968.00
NATIONAL CITY CORP COM 635405103 1085 63596.00 SH SOLE 63596.00
NBTY INC COM 628782104 100 15772.00 SH SOLE 15772.00
NETPLEX GROUP INC COM 641147103 50 23348.00 SH SOLE 23348.00
NEWPORT CORP COM 651824104 230 2145.00 SH SOLE 2145.00
NORFOLK SOUTHERN CORP COM 655844108 513 34515.00 SH SOLE 34515.00
NOVELLUS SYSTEMS INC COM 670008101 382 6759.00 SH SOLE 6759.00
NU HORIZONS ELEC CORP COM 669908105 373 14033.00 SH SOLE 14033.00
OCCIDENTAL PETROLEUM CORP COM 674599105 1358 64478.00 SH SOLE 64478.00
OCEAN ENERGY INC COM 67481e106 316 22315.00 SH SOLE 22315.00
ODETICS INC-CL A COM 676065204 154 10676.00 SH SOLE 10676.00
OXFORD HEALTH PLANS COM 691471106 560 23534.00 SH SOLE 23534.00
PACTIV CORPORATION COM 695257105 122 15610.00 SH SOLE 15610.00
PC CONNECTION INC COM 69318j100 1632 28635.85 SH SOLE 28635.85
PENNY, J.C. COMPANY INC COM 708160106 3294 178673.65SH SOLE 178673.65
PERLE SYSTEMS LTD COM 714152105 73 22053.00 SH SOLE 22053.00
PHILIP MORRIS COMPANIES INC COM 718154107 1976 74397.00 SH SOLE 74397.00
PIER 1 IMPORTS INC/DEL COM 720279108 442 45346.00 SH SOLE 45346.00
PIONEER STANDARD ELECTRONICS COM 723877106 405 27511.00 SH SOLE 27511.00
POHANG IRON & STEEL-SPON ADR COM 730450103 207 8643.00 SH SOLE 8643.00
POPE & TALBOT INC COM 732827100 591 36979.00 SH SOLE 36979.00
PW EAGLE INC COM 69366y108 302 16688.00 SH SOLE 16688.00
QAD INC COM 74727d108 66 17690.00 SH SOLE 17690.00
QUALCOMM INC COM 747525103 1820 30343.00 SH SOLE 30343.00
QUEST DIAGNOSTICS INC COM 74834L100 970 12985.00 SH SOLE 12985.00
RADIOSHACK CORP COM 750438103 627 13248.00 SH SOLE 13248.00
RAYTHEON CO-CLASS B COM 755111408 323 16819.00 SH SOLE 16819.00
REX STORES CORP COM 761624105 405 17405.00 SH SOLE 17405.00
RHM TELESERVICES INC COM 749938106 393 26662.00 SH SOLE 26662.00
RJ Reynolds Tobacco Holdings COM 76182K105 215 7717.00 SH SOLE 7717.00
ROBERT HALF INTL INC COM 770323103 371 13045.00 SH SOLE 13045.00
SAFECO CORP COM 786429100 699 35205.00 SH SOLE 35205.00
SAFEGUARD SCIENTIFICS INC COM 786449108 465 14529.00 SH SOLE 14529.00
SALTON INC COM 795757103 826 22403.00 SH SOLE 22403.00
SANMINA CORP COM 800907107 1232 14415.79 SH SOLE 14415.79
SCHOLASTIC CORP COM 807066105 328 5381.00 SH SOLE 5381.00
SCI SYSTEMS INC COM 783890106 2571 65612.00 SH SOLE 65612.00
SCITEX CORP LTD COM 809090103 215 19449.00 SH SOLE 19449.00
SDL INC COM 784076101 322 1132.00 SH SOLE 1132.00
SEAGATE TECHNOLOGY INC COM 811804103 362 6586.00 SH SOLE 6586.00
SEARS ROEBUCK & CO COM COM 812387108 1728 52988.00 SH SOLE 52988.00
SEI INVESTMENTS COMPANY COM 784117103 379 9531.00 SH SOLE 9531.00
SENSORMATIC ELECTRONICS CORP COM 817265101 774 49005.00 SH SOLE 49005.00
SHAW GROUP INC COM 820280105 1209 25670.00 SH SOLE 25670.00
SIEBEL SYSTEMS INC. COM 826170102 459 2808.00 SH SOLE 2808.00
SITEL CORP COM 82980k107 71 14434.00 SH SOLE 14434.00
SOLECTRON CORP COM 834182107 2120 50630.00 SH SOLE 50630.00
SPX CORP COM 784635104 881 7287.00 SH SOLE 7287.00
STATION CASINOS INC COM 857689103 445 17802.00 SH SOLE 17802.00
STMICROELECTRONICS NV-NY SHS COM 861012102 517 8055.00 SH SOLE 8055.00
SUMMIT BANCORP COM 866005101 469 19077.00 SH SOLE 19077.00
SUN MICROSYSTEMS INC COM 866810104 674 7420.00 SH SOLE 7420.00
SUPERVALU INC COM 868536103 358 18787.00 SH SOLE 18787.00
SYMANTEC CORP COM 871503108 499 9266.00 SH SOLE 9266.00
SYSCO CORP COM 871829107 228 5424.00 SH SOLE 5424.00
TEKTRONIX INC COM 879131100 240 3251.00 SH SOLE 3251.00
TIMES MIRROR CO-CL A COM 887364107 263 2907.00 SH SOLE 2907.00
TOPPS COMPANY (THE) COM 890786106 210 18309.00 SH SOLE 18309.00
TOSCO CORP COM 891490302 1870 66078.00 SH SOLE 66078.00
TOYOTA MOTOR CORP. SPON ADR COM 892331307 828 8886.00 SH SOLE 8886.00
TOYS 'R' US INC COM 892335100 678 46618.00 SH SOLE 46618.00
TRIAD HOSPITALS INC COM 89579k109 253 10467.00 SH SOLE 10467.00
TRITON ENERGY LTD COM G90751101 616 15688.00 SH SOLE 15688.00
UAL CORP COM 902549500 419 7206.39 SH SOLE 7206.39
ULTIMATE ELECTRONICS INC COM 903849107 1161 43363.00 SH SOLE 43363.00
UNION PLANTERS CORP COM 908068109 1441 51580.37 SH SOLE 51580.37
UNITED PARCEL SERVICE -CL B COM 911312106 441 7488.00 SH SOLE 7488.00
UNITED SHIPPING AND TECHNOLOGY COM 911498103 124 15573.00 SH SOLE 15573.00
UNITED STATIONERS INC COM 913004107 783 24186.00 SH SOLE 24186.00
UNIVERSAL HEALTH SERVICES COM 913903001 561 8580.00 SH SOLE 8580.00
VANS INC COM 921930103 159 10886.00 SH SOLE 10886.00
VINTAGE PETROLEUM INC. COM 927460105 561 24883.00 SH SOLE 24883.00
VISHAY INTERTECHNOLOGY INC COM 928298108 655 17291.00 SH SOLE 17291.00
VOLT INFO SCIENCES INC COM 928703107 337 10233.00 SH SOLE 10233.00
WAL-MART STORES INC COM 931142103 278 4832.00 SH SOLE 4832.00
WASHINGTON MUTUAL INC COM 939322103 304 10542.00 SH SOLE 10542.00
WATTS INDUSTRIES INC-CL A COM 942749102 145 11510.00 SH SOLE 11510.00
WEIRTON STEEL CORP COM 948774104 39 12285.00 SH SOLE 12285.00
WELLMAN INC COM 949702104 405 25075.00 SH SOLE 25075.00
WHITEHALL JEWELLERS INC COM 965063100 252 13562.00 SH SOLE 13562.00
WINN-DIXIE STORES INC COM 974280109 363 25374.88 SH SOLE 25374.88
WORKFLOW MANAGEMENT INC COM 98137n109 266 22406.00 SH SOLE 22406.00
XILINX INC COM 983919101 745 9026.00 SH SOLE 9026.00
JANUS ENTERPRISE FUND 471023804 236 2987.885 SH SOLE 2987.885
JANUS MERCURY FUND 471023853 202 4787.513 SH SOLE 4787.513
JANUS OVERSEAS FUND 471023846 454 12038.392SH SOLE 12038.392
Scudder Greater Euro Growth Fu 811165406 2906 85071.829SH SOLE 85071.829
VANGUARD ADMIRAL S/T TREAS 921932208 990 100234.518SH SOLE 100234.518
VANGUARD TOTL STK MKT INDX-A 922908306 10654 325043.725SH SOLE 325043.725
Vanguard Intl Growth Fund 921910204 5861 253972.168SH SOLE 253972.168
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