Separate Accounts
We offer a broad range of quantitative equity separate accounts, from small cap value to
large cap, and including multi-capitalization and international strategies.
Our investment philosophy is based on analysis done over a 50+ year period, implementing
the characteristics that have worked best for stock selection over long periods
of time.
Two strategies currently rank as Top Performers in Lipper MarketPlace's Best Money Managers (for details please visit the individual website pages for O'Shaughnessy Enhanced Dividend® and O'Shaughnessy Market Leaders Value).
Contact info@osam.com if you'd like to learn
more about any of our strategies.
Seeks to provide long-term appreciation by creating a diversified equity portfolio. We select large, mid, and small cap stocks that result in portfolios with exposure to growth and value styles. O’Shaughnessy All Cap Core is our most diversified strategy by selection factor, investment style, and market capitalization.
Seeks to provide long-term appreciation by by creating a diversified equity portfolio of large, mid, and small cap companies with strong balance sheets, high-quality earnings, discounted valuation and superior shareholder yield. The small and mid cap portions of the strategy seek companies with superior valuation and exceptional momentum.
Seeks to provide long-term growth and income by investing in stocks with high dividends. First, we screen for stocks with market capitalizations greater than average and exclude Utilities. We then screen for Value, Earnings Quality, and Financial Strength. Stocks are also screened for above average EBITDA/Enterprise Value and Value Composite scores. From the remaining securities, we select stocks with the highest dividend yields.
Seeks to provide long-term appreciation through exposure to international equities, primarily using American Depository Receipts (ADRs). Generally, the holdings are selected evenly across a value model, a core model, and a growth model. Emerging markets exposure is limited to a maximum of 20 percent at purchase.
Seeks to provide long-term growth and some current income by investing in market leading companies with attractive valuations. First, we screen for stocks with greater than average market capitalizations and exclude Utilities. We then screen for securities with Value, Earnings Quality, Earnings Growth, and Financial Strength Composite scores greater than average. The strategy typically holds stocks with the highest “shareholder yield”—which combines a company's annual dividend and its annual rate of stock buybacks.
Seeks to provide long-term appreciation by creating a portfolio of small cap companies with reasonable valuations and outstanding momentum. We first identify companies with market capitalizations between $200 million and $2 billion. We then screen for the stocks that score in the top two-thirds according to our Value Composite; greater than average Financial Strength, Earnings Quality, and Earnings Growth Composite scores; and positive 3- and 6-month relative strength. From the remaining securities, we select stocks with the highest Momentum Composite scores.
Seeks to provide long-term appreciation by creating a portfolio of undervalued, small cap companies. We first identify companies with market capitalizations between $200 million and $2 billion. We then screen for stocks with better than average Momentum, Earnings Growth, Earnings Quality, and Financial Strength Composite scores. From the remaining securities, we select those with the best Value Composite score.
Seeks to provide long-term appreciation through exposure to a portfolio of aggressive growth stocks. We first identify companies with market capitalizations between $200 million and $10 billion. We then remove stocks that score in the worst decile according to our Financial Strength and Earnings Quality Composites. From the remaining securities, we select those with greater than average Value, Earnings Quality, and Earnings Growth Composite scores. We select stocks with the highest Momentum Composite score. (This strategy may select large cap stocks as well.)
Seeks to provide long-term appreciation by creating a portfolio with exposure to value and growth stocks, mostly large cap. We first identify companies with market capitalizations greater than average. We then screen for securities with Value, Earnings Quality, Financial Strength, and Earnings Growth Composite scores greater than average. We select stocks with high shareholder yields, stocks with the best scores in our Value composite, and stocks with the best scores in our Momentum composite. The resulting portfolio is approximately two-thirds value oriented and one-third growth oriented.
Other strategies include O’Shaughnessy International Equity, O’Shaughnessy Global, O’Shaughnessy Diversified Aggressive, O’Shaughnessy
Diversified Conservative, O’Shaughnessy Market Leaders Growth, O’Shaughnessy All Cap Growth,
and O’Shaughnessy Micro Cap.