Quantitative Active Equity

The quantitative active equity strategies attempt to provide outperformance of a given benchmark with a risk-controlled, systematic investment process. The comprehensive lineup invests across geographies

and market caps, and the strategies can be customized to meet the benchmark and risk-tolerance requirements of the investor.

 
 
OFFERINGS
CORE
VALUE
GROWTH

U.S.

Large Cap

Active Equity Active Equity Active Equity

Mid Cap

Active Equity    

Small Cap

Active Equity    

Concentrated

Active Equity    

Long Extension

Active Equity    

Tax-Managed

Active Equity    

International

Active Equity    

Regional

Active Equity    

Option Overlay

Active Equity    
 
 

Enhanced Indexing

The strategies invest in a portfolio of stocks based on a ranking system that utilizes proprietary models to analyze companies on many levels.  These levels range from macroeconomic influences and issues related to industry structure to company-specific details derived from financial statements and informed investors in other markets. The portfolios attempt to maintain similar characteristics to the benchmark, including currency, country and sector exposures.

Long Extension

The Long Extension strategy is similar to Long Only Active in that it seeks to outperform a benchmark with full market exposure and similar portfolio characteristics.  The difference in the Long Extension strategy is that it allows long and short exposures of roughly an additional 30% of the original portfolio.  There are four major benefits of employing such an investment strategy: greater use of negative information on stocks, more efficient risk management, an increased opportunity set, and more efficient use of capital.  Finally, to select which securities to over- and underweight, the Long Extension strategy uses the same ranking system as our Long Only Active strategy.

 

Concentrated Equity

This strategy invests in a concentrated  portfolio of U.S. stocks based on proprietary models and processes with a resulting longer-term holding period than our other quantitative active equity strategies.  The strategy seeks to maximize after-tax returns.

Tax-Managed

The strategy uses tax-loss harvesting to maximize after-tax returns on an index or customized portfolio of stocks.

Option Overlay

The strategy utilizes systematic selling of call options to dampen the volatility and income generation of a basket of stocks.

 

 

The quantitative active equity strategies attempt to provide outperformance of a given benchmark with a risk controlled, systematic investment process. The comprehensive line-up invests across geographies and market caps, and the strategies can be customized to meet the benchmark and risk tolerance requirements of the investor.

Enhanced Indexing

The strategies Invest in a portfolio of stocks based on a ranking system that utilizes proprietary models to analyze companies on many levels ranging from macroeconomic influences and issues related to industry structure, to company specific details derived from financial statements and informed investors in other markets.  The portfolios look to maintain similar characteristics to the benchmark while maintaining currency, country and sector exposures close to the benchmark.

130/30

Like the enhanced index strategies, this strategy invest in a portfolio of stocks based on a ranking system that utilizes proprietary models to analyze companies on many levels ranging from macroeconomic influences and issues related to industry structure, to company-specific details derived from financial statements and informed investors in other markets and take long and short positions to express those views. The strategy targets a 130/30% long/short exposure while maintaining a market beta of 1.

Concentrated Equity

This strategy invest in a concentrated  portfolio of US stocks based on proprietary models and processes with a resulting longer term holding period than our other Quantitative active equity strategies.  The strategy seeks to maximize after-tax returns.

Tax-Managed

The strategy uses tax-loss harvesting to maximize after-tax returns on an index or customized portfolio of stocks.

Option Overlay

The strategy utilizes systematic selling of call options to dampen the volatility and income generation of a basket of stocks.

 

 

The quantitative active equity strategies attempt to provide outperformance of a given benchmark with a risk controlled, systematic investment process. The comprehensive line-up invests across geographies and market caps, and the strategies can be customized to meet the benchmark and risk tolerance requirements of the investor.

Enhanced Indexing

The strategies Invest in a portfolio of stocks based on a ranking system that utilizes proprietary models to analyze companies on many levels ranging from macroeconomic influences and issues related to industry structure, to company specific details derived from financial statements and informed investors in other markets.  The portfolios look to maintain similar characteristics to the benchmark while maintaining currency, country and sector exposures close to the benchmark.

130/30

Like the enhanced index strategies, this strategy invest in a portfolio of stocks based on a ranking system that utilizes proprietary models to analyze companies on many levels ranging from macroeconomic influences and issues related to industry structure, to company-specific details derived from financial statements and informed investors in other markets and take long and short positions to express those views. The strategy targets a 130/30% long/short exposure while maintaining a market beta of 1.

Concentrated Equity

This strategy invest in a concentrated  portfolio of US stocks based on proprietary models and processes with a resulting longer term holding period than our other Quantitative active equity strategies.  The strategy seeks to maximize after-tax returns.

Tax-Managed

The strategy uses tax-loss harvesting to maximize after-tax returns on an index or customized portfolio of stocks.

Option Overlay

The strategy utilizes systematic selling of call options to dampen the volatility and income generation of a basket of stocks.