O'Shaughnessy Asset Management
O’Shaughnessy Asset Management (OSAM) is a quantitative asset management firm headquartered in Stamford, Connecticut. OSAM specializes in factor-based investing, delivering a broad suite of systematic equity portfolio strategies tailored for institutional investors, individual wealth holders, and financial advisors. Its core innovation, Canvas®, is a proprietary custom indexing platform designed to help wealth managers and Registered Investment Advisors (RIAs) construct personalized, scalable separately managed accounts (SMAs). In early 2022, Franklin Templeton acquired OSAM, integrating the firm's custom indexing software and systematic factor research into its global wealth management platform.
Associated People
2010 - present
2019 - present
2007 - present
2015 - 2016
CANVAS® KEY CAPABILITIES
Granular Customization: Advisors can execute direct indexing, adjust factor tilts, modify asset allocations, and apply position-level restrictions.
Tax Optimization: Features precise, automated tax-loss harvesting and custom tax-budget management during portfolio transitions.
Values-Based Screening: Integrates environmental, social, and governance (ESG) criteria alongside custom socially responsible investment filters.
Global Asset Class Expansion: In 2021, OSAM expanded the platform to include both passive and factor-driven international American Depositary Receipt (ADR) and emerging market strategies, broadening global diversification options for wealth managers.
OSAM SEPARATE ACCOUNT EQUITY STRATEGIES
Market Leaders Value: Focuses on large-cap U.S. equities exhibiting high quality, attractive valuations, and strong shareholder yield (combining cash dividends and share repurchases). Portfolios are conviction-weighted and constrained by sector and industry boundaries.
Market Leaders Core: Targets large-cap U.S. equities with an emphasis on long-term capital appreciation. The model blends quality, value, momentum, and shareholder yield factors within sector-constrained frameworks.
Small Cap Value: Focuses on U.S. small-cap companies with market capitalizations between $200 million and $2 billion. Stocks are selected based on a combination of value metrics, quality traits, and price momentum.
Micro Cap: Targets micro-cap equities with market capitalizations between $50 million and $200 million. Selection models isolate companies exhibiting top-tier composite rankings across valuation, momentum, and financial quality.
All Cap Core: Offers multi-cap domestic equity exposure across the market capitalization spectrum. The strategy integrates value, quality, momentum, and shareholder yield factors while maintaining strict sector, industry, and style weighting constraints.
Enhanced Dividend®: A global equity income strategy targeting high-quality companies with attractive valuations and high dividend yields. Portfolios are conviction-weighted and constrained across global regions, sectors, and industries.
International ADR: Invests in international equities through U.S.-listed ADRs. Holdings are selected and conviction-weighted based on composite rankings for quality, value, momentum, and yield.