UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: December 31, 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: 646.254.2724
Signature, Place, and Date of Signing:
Nathan Klebacha New York, NY December 31, 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
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13f Information Table Entry Total: 230
Form 13f Information Table Value Total: $136,923
List of Other Included Managers: None
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<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 85 10080.00 SH Sole 10080.00
ACT MANUFACTURING INC COM 000973107 393 24979.00 SH Sole 24979.00
ADECCO SA -ADR COM 006754105 298 3815.00 SH Sole 3815.00
ADMINISTAFF INC COM 007094105 1282 47156.00 SH Sole 47156.00
ADOBE SYSTEMS INC COM 00724f101 426 7334.00 SH Sole 7334.00
ADVANCED MICRO DEVICES COM 007903107 253 18350.00 SH Sole 18350.00
ADVO INC COM 007585102 838 18898.00 SH Sole 18898.00
AETNA INC COM 008117103 303 7400.00 SH Sole 7400.00
ALBERTSON'S INC COM 013104104 383 14464.00 SH Sole 14464.00
ALCOA INC COM 013817101 562 16780.00 SH Sole 16780.00
ALL AMERICAN SEMICONDUCTOR COM 016557407 141 15741.00 SH Sole 15741.00
ALLIED IRISH BANKS-SPONS ADR COM 019228402 360 15354.00 SH Sole 15354.00
ALPHA INDUSTRIES INC COM 020753109 293 7930.00 SH Sole 7930.00
AMCOL INTERNATIONAL CORP COM 02341w103 74 15763.00 SH Sole 15763.00
AMERISOURCE HEALTH CORP-CL A COM 03071p102 715 14160.00 SH Sole 14160.00
AMR CORP/DEL COM 001765106 1472 37573.00 SH Sole 37573.00
APACHE CORP COM 037411105 417 5955.00 SH Sole 5955.00
APPLE COMPUTER INC COM 037833100 412 27731.00 SH Sole 27731.00
APPLIED MATERIALS INC COM 038222105 221 5813.00 SH Sole 5813.00
ARGOSY GAMING COMPANY COM 040228108 961 50089.00 SH Sole 50089.00
ARROW ELECTRONICS INC COM 042735100 1131 39539.00 SH Sole 39539.00
ATMEL CORP COM 049513104 448 38610.00 SH Sole 38610.00
AUDIOVOX CORP -CL A COM 050757103 192 21345.00 SH Sole 21345.00
AUTONATION INC COM 05329W102 108 18087.00 SH Sole 18087.00
AUTOTOTE CORP-CLASS A COM 053323101 34 11819.00 SH Sole 11819.00
AUTOZONE INC COM 053332102 651 22872.00 SH Sole 22872.00
AVENTIS -ADR COM 053561106 315 3742.00 SH Sole 3742.00
AVNET INC. COM 053807103 388 18084.03 SH Sole 18084.03
AXA -SPONS ADR COM 054536107 221 3091.00 SH Sole 3091.00
AZTAR CORP COM 054802103 530 41016.00 SH Sole 41016.00
BANK ONE CORP COM 06423a103 796 21758.00 SH Sole 21758.00
BARRA INC COM 068313105 395 8386.50 SH Sole 8386.50
BARRETT RESOURCES CORP COM 068480201 215 3797.00 SH Sole 3797.00
BEAR STEARNS COMPANIES INC COM 073902108 552 10904.30 SH Sole 10904.30
BELL MICROPRODUCTS INC COM 078137106 339 21409.00 SH Sole 21409.00
BERGEN BRUNSWIG CORP -CL A COM 083739102 258 16344.00 SH Sole 16344.00
BOEING CO COM 097023105 367 5575.00 SH Sole 5575.00
BOUNDLESS CORPORATION COM 101706208 19 13676.00 SH Sole 13676.00
BRITISH AIRWAYS -SPONS ADR COM 110419306 473 7879.00 SH Sole 7879.00
BRITISH AMERICAN TOB-SP ADR COM 110448107 554 35082.00 SH Sole 35082.00
BURLINGTON NORTHERN SANTA FE COM 12189T104 275 9718.00 SH Sole 9718.00
C&D TECHNOLOGIES INC COM 124661109 225 5210.00 SH Sole 5210.00
CABLE DESIGN TECHNOLOGIES COM 126924109 513 30556.00 SH Sole 30556.00
CALPINE CORPORATION COM 131347106 1000 22195.00 SH Sole 22195.00
CARDINAL HEALTH INC COM 14149Y108 448 4504.00 SH Sole 4504.00
CAREMARK RX INC COM 125761304 545 40232.00 SH Sole 40232.00
CDW COMPUTER CENTERS INC COM 125129106 221 7964.00 SH Sole 7964.00
CELESTICA INC COM 15101Q108 2897 53412.00 SH Sole 53412.00
CHARMING SHOPPES COM 161133103 77 12911.00 SH Sole 12911.00
CHESAPEAKE ENERGY CORP COM 165167107 1116 110297.00SH Sole 110297.00
CIGNA CORP COM 125509109 1264 9557.18 SH Sole 9557.18
CIRCUIT CITY STORES-CIRCUIT COM 172737108 221 19275.00 SH Sole 19275.00
CITIGROUP INC COM 172967101 519 10181.45 SH Sole 10181.45
CLAIRE'S STORES INC COM 179584107 186 10398.00 SH Sole 10398.00
COHERENT INC COM 192479103 223 6874.00 SH Sole 6874.00
COLUMBIA SPORTSWEAR CO COM 198516106 406 8178.00 SH Sole 8178.00
COMPAQ COMPUTER CORP COM 204493100 187 12459.00 SH Sole 12459.00
CORUS GROUP-ADR COM 22087m101 433 43367.00 SH Sole 43367.00
CROWN CORK & SEAL CO INC COM 228255105 113 15312.00 SH Sole 15312.00
CSG SYSTEMS INTL INC COM 126349109 234 5001.00 SH Sole 5001.00
CSX CORP COM 126408103 340 13126.00 SH Sole 13126.00
Continental Airlines CL B COM 210795308 627 12163.00 SH Sole 12163.00
DAIMLERCHRYSLER AG COM D1668R123 286 6965.00 SH Sole 6965.00
DANA CORP COM 235811106 1245 81349.70 SH Sole 81349.70
DEVON ENERGY CORPORATION COM 25179m103 265 4351.00 SH Sole 4351.00
DIAGEO PLC-SPONSORED ADR COM 25243Q205 923 20801.00 SH Sole 20801.00
DONNELLEY (R.R.) & SONS CO COM 257867101 239 8852.00 SH Sole 8852.00
DREYER'S GRAND ICE CREAM INC COM 261878102 224 6954.00 SH Sole 6954.00
DYNEGY INC. COM 26816Q101 6317 112693.50SH Sole 112693.50
EATON VANCE CORP COM 278265103 542 16822.00 SH Sole 16822.00
ECHOSTAR COMMUNICATIONS - A COM 278762109 200 8800.00 SH Sole 8800.00
EDUCATION MANAGEMENT CORP COM 28139t101 520 14562.00 SH Sole 14562.00
EDWARDS (A.G.) INC COM 281760108 835 17620.77 SH Sole 17620.77
ENRON CORP COM 293561106 3274 39389.25 SH Sole 39389.25
EXTENDED STAY AMERICA INC COM 30224p101 280 21852.00 SH Sole 21852.00
EXXON MOBIL CORPORATION COM 30231g102 259 2990.00 SH Sole 2990.00
FACTORY 2-U STORES INC COM 303072102 297 8974.00 SH Sole 8974.00
FIRST UNION CORP COM 337358105 455 16395.08 SH Sole 16395.08
FLEMING COMPANIES INC COM 339130106 205 17372.00 SH Sole 17372.00
FLEXTRONICS INTL LTD COM Y2573F102 1063 37324.00 SH Sole 37324.00
FORD MOTOR COMPANY COM 345370100 525 22408.00 SH Sole 22408.00
GADZOOKS INC COM 362553109 159 10812.00 SH Sole 10812.00
GATEWAY INC COM 367626108 373 20757.00 SH Sole 20757.00
GENCOR INDUSTRIES INC COM 368678108 11 12980.00 SH Sole 12980.00
GENERAL ELECTRIC CO. COM 369604103 289 6037.00 SH Sole 6037.00
GENERAL MOTORS CORP. COM 370442105 1924 37777.48 SH Sole 37777.48
GEORGIA GULF CORP COM 373200203 199 11673.00 SH Sole 11673.00
GEORGIA-PAC (GEORGIA-PAC GP) COM 373298108 1504 48333.28 SH Sole 48333.28
GIGA-TRONICS COM 375175106 89 17492.00 SH Sole 17492.00
GOLDEN WEST FINANCIAL CORP COM 381317106 270 4000.00 SH Sole 4000.00
GOLDMAN SACHS GROUP INC COM 38141g104 357 3347.00 SH Sole 3347.00
GOODYEAR TIRE & RUBBER CO COM 382550101 1481 64440.76 SH Sole 64440.76
HALL KINION & ASSOCIATES INC COM 406069104 435 21645.00 SH Sole 21645.00
HATHAWAY CORP COM 419011101 65 21882.00 SH Sole 21882.00
HEALTH NET INC COM 42222G108 446 17065.00 SH Sole 17065.00
HEALTHSOUTH CORP COM 421924101 552 33882.00 SH Sole 33882.00
HOME DEPOT INC COM 437076102 257 5647.00 SH Sole 5647.00
HUNTINGTON BANCSHARES COM 446150104 177 10937.00 SH Sole 10937.00
IMPERIAL BANCORP COM 452556103 250 9525.00 SH Sole 9525.00
IMPERIAL CHEMICAL-SPONS ADR COM 452704505 252 7502.00 SH Sole 7502.00
INFOCUS CORPORATION COM 45665b106 167 11347.00 SH Sole 11347.00
INFORMIX CORP COM 456779107 34 11475.00 SH Sole 11475.00
INSIGHT ENTERPRISES INC COM 45765U103 243 13599.00 SH Sole 13599.00
INTEL CORP COM 458140100 235 7823.00 SH Sole 7823.00
INTERFACE INC COM 458665106 152 17602.00 SH Sole 17602.00
ISLE OF CAPRI CASINOS COM 464592104 371 34951.00 SH Sole 34951.00
IVV US COM 464287200 1152 8771.00 SH Sole 8771.00
JDS UNIPHASE CORP COM 46612j101 213 5122.40 SH Sole 5122.40
JOHNSON CONTROLS INC COM 478366107 974 18731.66 SH Sole 18731.66
JP MORGAN CHASE & CO COM 46625h100 294 1778.00 SH Sole 1778.00
KAUFMAN & BROAD HOME CORP COM 486168107 248 7378.00 SH Sole 7378.00
KEITHLEY INSTRUMENTS INC COM 487584104 244 5672.00 SH Sole 5672.00
KENT ELECTRONICS CORP COM 490553104 289 17518.00 SH Sole 17518.00
KERR-MCGEE CORP COM 492386107 557 8322.00 SH Sole 8322.00
KEYCORP COM 493267108 1473 52638.40 SH Sole 52638.40
KEYSPAN CORPORATION COM 49337w100 249 5896.00 SH Sole 5896.00
KLA-TENCOR CORPORATION COM 482480100 278 8255.00 SH Sole 8255.00
KMART CORP COM 482584109 1383 260434.00SH Sole 260434.00
KROGER CO COM 501044101 259 9598.00 SH Sole 9598.00
LABORATORY CRP OF AMER HLDGS COM 50540r102 2055 11680.00 SH Sole 11680.00
LAMSON & SESSIONS CO COM 513696104 186 17765.00 SH Sole 17765.00
LEHMAN BROTHERS HOLDINGS INC COM 524908100 3406 50370.12 SH Sole 50370.12
LENNAR CORP COM 526057104 222 6151.00 SH Sole 6151.00
LIFEPOINT HOSPITALS INC COM 53219L109 1121 22375.00 SH Sole 22375.00
LOCKHEED MARTIN CORPORATION COM 539830109 1053 31044.00 SH Sole 31044.00
LOEWS CORP COM 540424108 2363 22817.57 SH Sole 22817.57
LONGVIEW FIBRE CO COM 543213102 217 16140.00 SH Sole 16140.00
MANPOWER INC COM 56418H100 261 6877.00 SH Sole 6877.00
MAY DEPARTMENT STORES CO COM 577778103 347 10620.00 SH Sole 10620.00
MCI WORLDCOM INC COM 98157d106 347 24695.00 SH Sole 24695.00
MCKESSON HBOC INC COM 58155q103 2951 82240.20 SH Sole 82240.20
MCNAUGHTON APPAREL GROUP INC COM 582524104 164 15466.00 SH Sole 15466.00
MENTOR GRAPHICS CORP COM 587200106 717 26161.00 SH Sole 26161.00
MERIX CORP COM 590049102 200 15002.00 SH Sole 15002.00
MERRILL LYNCH & CO COM 590188108 470 6904.27 SH Sole 6904.27
MICROS-TO-MAINFRAIMES INC COM 594944100 20 12571.00 SH Sole 12571.00
MORGAN ST DEAN WITTER & CO COM 617446448 914 11543.17 SH Sole 11543.17
MSC.SOFTWARE CORPORATION COM 553531104 123 15740.00 SH Sole 15740.00
NABI COM 628716102 136 29537.00 SH Sole 29537.00
NATIONAL CITY CORP COM 635405103 1313 45692.08 SH Sole 45692.08
NETPLEX GROUP INC COM 641147103 2 23348.00 SH Sole 23348.00
NOBLE AFFILIATES INC COM 654894104 380 8280.00 SH Sole 8280.00
NORFOLK SOUTHERN CORP COM 655844108 422 31725.00 SH Sole 31725.00
NOVELLUS SYSTEMS INC COM 670008101 296 8241.00 SH Sole 8241.00
NU HORIZONS ELEC CORP COM 669908105 221 24831.00 SH Sole 24831.00
OAKLEY INC COM 673662102 137 10219.00 SH Sole 10219.00
OCCIDENTAL PETROLEUM CORP COM 674599105 615 25383.00 SH Sole 25383.00
OCEAN ENERGY INC COM 67481e106 311 17915.00 SH Sole 17915.00
ODETICS INC-CL A COM 676065204 90 10676.00 SH Sole 10676.00
OFFICE DEPOT INC COM 676220106 81 11506.00 SH Sole 11506.00
OIL COMP-EXPLOR & PRODTN COM 606592202 222 3625.00 SH Sole 3625.00
ORACLE CORPORATION COM 68389x105 278 9579.00 SH Sole 9579.00
ORTHODONTIC CENTERS OF AMERICA COM 68750p103 342 10961.00 SH Sole 10961.00
OXFORD HEALTH PLANS COM 691471106 1509 38214.00 SH Sole 38214.00
PALM INC COM 696642107 418 14793.00 SH Sole 14793.00
PC CONNECTION INC COM 69318j100 228 22030.97 SH Sole 22030.97
PENNY, J.C. COMPANY INC COM 708160106 1837 168958.54SH Sole 168958.54
PEPSI BOTTLING GROUP INC COM 713409100 431 10805.00 SH Sole 10805.00
PERLE SYSTEMS LTD COM 714152105 15 22053.00 SH Sole 22053.00
PETSMART INC COM 716768106 59 20800.00 SH Sole 20800.00
PHILIP MORRIS COMPANIES INC COM 718154107 2660 60463.85 SH Sole 60463.85
PIER 1 IMPORTS INC/DEL COM 720279108 451 43791.00 SH Sole 43791.00
PIONEER STANDARD ELECTRONICS COM 723877106 174 15831.00 SH Sole 15831.00
POPE & TALBOT INC COM 732827100 400 23804.00 SH Sole 23804.00
PP&L RESOURCES INC COM 693499105 337 7460.00 SH Sole 7460.00
PRECISION CASTPARTS CORP COM 740189105 439 10448.00 SH Sole 10448.00
PROVINCE HEALTHCARE CO COM 743977100 250 6351.75 SH Sole 6351.75
PW EAGLE INC COM 69366y108 162 20588.00 SH Sole 20588.00
QUALCOMM INC COM 747525103 1556 18939.00 SH Sole 18939.00
QUEST DIAGNOSTICS INC COM 74834L100 1517 10685.00 SH Sole 10685.00
RADIOSHACK CORP COM 750438103 347 8121.00 SH Sole 8121.00
RAYTHEON CO-CLASS B COM 755111408 389 12533.00 SH Sole 12533.00
REEBOK INTERNATIONAL LTD COM 758110100 715 26170.00 SH Sole 26170.00
RHM TELESERVICES INC COM 749938106 219 23715.00 SH Sole 23715.00
RJ Reynolds Tobacco Holdings COM 76182K105 1536 31516.29 SH Sole 31516.29
ROBERT HALF INTL INC COM 770323103 788 29737.00 SH Sole 29737.00
RYDER SYSTEM INC COM 783549108 205 12379.00 SH Sole 12379.00
SAFECO CORP COM 786429100 610 18584.00 SH Sole 18584.00
SANMINA CORP COM 800907107 997 13012.00 SH Sole 13012.00
SCHOLASTIC CORP COM 807066105 275 3103.00 SH Sole 3103.00
SCI SYSTEMS INC COM 783890106 1416 53721.00 SH Sole 53721.00
SCP POOL CORP COM 784028102 210 7010.00 SH Sole 7010.00
SEARS ROEBUCK & CO COM COM 812387108 1424 40991.38 SH Sole 40991.38
SEI INVESTMENTS COMPANY COM 784117103 712 6366.00 SH Sole 6366.00
SENSORMATIC ELECTRONICS CORP COM 817265101 480 23945.00 SH Sole 23945.00
SHAW GROUP INC COM 820280105 2308 46164.00 SH Sole 46164.00
SIEBEL SYSTEMS INC. COM 826170102 493 7302.00 SH Sole 7302.00
SIGMA-ALDRICH COM 826552101 233 5941.00 SH Sole 5941.00
SITEL CORP COM 82980k107 29 10155.00 SH Sole 10155.00
SOLECTRON CORP COM 834182107 723 21342.00 SH Sole 21342.00
SPX CORP COM 784635104 921 8516.00 SH Sole 8516.00
SUMMIT BANCORP COM 866005101 298 7813.00 SH Sole 7813.00
SUNOCO INC COM 86764p109 346 10279.18 SH Sole 10279.18
SYSCO CORP COM 871829107 325 10848.00 SH Sole 10848.00
TALBOTS INC COM 874161102 519 11392.00 SH Sole 11392.00
TALISMAN ENERGY INC COM 87425e103 228 6154.00 SH Sole 6154.00
TENET HEALTHCARE CORPORATION COM 88033G100 635 14300.00 SH Sole 14300.00
TIMBERLAND COMPANY -CL A COM 887100105 525 7855.00 SH Sole 7855.00
TOSCO CORP COM 891490302 1877 55311.32 SH Sole 55311.32
TOYOTA MOTOR CORP. SPON ADR COM 892331307 454 7218.00 SH Sole 7218.00
TOYS 'R' US INC COM 892335100 1480 88706.00 SH Sole 88706.00
TRIAD HOSPITALS INC COM 89579k109 644 19789.00 SH Sole 19789.00
TRIGON HEALTHCARE INC COM 89618L100 372 4789.00 SH Sole 4789.00
TRITON ENERGY LTD COM G90751101 381 12711.00 SH Sole 12711.00
ULTIMATE ELECTRONICS INC COM 903849107 686 31296.00 SH Sole 31296.00
ULTRAMAR DIAMOND SHAMROCK CP COM 904000106 181 5878.00 SH Sole 5878.00
UNILEVER N V -NY SHARES COM 904784709 525 8357.00 SH Sole 8357.00
UNILEVER PLC-SPONSORED ADR COM 904767704 212 6134.00 SH Sole 6134.00
UNION PLANTERS CORP COM 908068109 1421 39774.86 SH Sole 39774.86
UNITED HEALTHCARE CORP COM 910581107 837 13639.00 SH Sole 13639.00
UNITED PARCEL SERVICE -CL B COM 911312106 273 4644.00 SH Sole 4644.00
UNITED SHIPPING AND TECHNOLOGY COM 911498103 27 15573.00 SH Sole 15573.00
UNITED STATIONERS INC COM 913004107 409 16461.00 SH Sole 16461.00
UNIVERSAL HEALTH SERVICES COM 913903001 911 8155.00 SH Sole 8155.00
UTILICORP UNITED INC COM 918005109 241 7787.00 SH Sole 7787.00
VANS INC COM 921930103 266 15712.00 SH Sole 15712.00
VENATOR GROUP INC COM 922944103 261 16890.00 SH Sole 16890.00
VERITAS SOFTWARE CORP. COM 923436109 473 5413.12 SH Sole 5413.12
VINTAGE PETROLEUM INC. COM 927460105 636 29614.00 SH Sole 29614.00
WAL-MART STORES INC COM 931142103 213 4023.00 SH Sole 4023.00
WASHINGTON MUTUAL INC COM 939322103 658 12412.00 SH Sole 12412.00
WELLMAN INC COM 949702104 142 10095.00 SH Sole 10095.00
WORKFLOW MANAGEMENT INC COM 98137n109 100 14662.00 SH Sole 14662.00
XEROX CORP COM 984121103 83 18047.00 SH Sole 18047.00
XILINX INC COM 983919101 526 11410.00 SH Sole 11410.00
JANUS OVERSEAS FUND 471023846 381 14366.140SH Sole 14366.140
Scudder Greater Euro Growth Fu 811165406 504 16235.963SH Sole 16235.963
VANGUARD ADMIRAL S/T TREAS 921932208 713 70466.285SH Sole 70466.285
VANGUARD TOTL STK MKT INDX-A 922908306 1826 62410.646SH Sole 62410.646
Vanguard Intl Growth Fund 921910204 958 50779.337SH Sole 50779.337
REPORT SUMMARY 230 DATA RECORDS 136923 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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