This strategy is a quantitative, U.S. small- and mid-cap equity strategy engineered to outperform the S&P MidCap 400 Index on an absolute and risk-adjusted basis across full market cycles. It seeks to achieve this objective through a rules-based selection process that identifies for investment approximately 50 high-quality, high-growth U.S. small- and mid-cap companies, subject to disciplined sector constraints. The portfolio is weighted by adjusted market capitalization and undergoes systematic quarterly reconstitution and rebalancing.
- Target Benchmark: S&P MidCap 400 Index (or S&P MidCap 400 Growth Index)
- Structure: Concentrated, Small/Mid-Cap Multi-Factor Equity | Approximately 50 high-quality, high-growth U.S. small- and mid-cap stocks, sector-constrained and weighted by adjusted market capitalization
- Rebalancing & Reconstitution: Quarterly
- Portfolio Role: Core or Satellite U.S. Small/Mid-Cap Equity Allocation
This strategy is a quantitative, U.S. large-cap equity strategy engineered to outperform the S&P 500 Index on an absolute and risk-adjusted basis across full market cycles. It seeks to achieve this objective through a rules-based selection process that identifies for investment approximately 50 high-quality, attractively valued U.S. large-cap companies that exhibit strong recent risk-adjusted price momentum, subject to disciplined sector constraints. The portfolio is weighted by adjusted market capitalization and undergoes systematic quarterly reconstitution and rebalancing.
- Target Benchmark: S&P 500 Index
- Structure: Concentrated, Large-Cap Multi-Factor Equity | Approximately 50 high-quality, attractively valued U.S. large-cap stocks with strong recent price momentum, sector-constrained and weighted by adjusted market capitalization
- Rebalancing & Reconstitution: Quarterly
- Portfolio Role: Core U.S. Large-Cap Equity Allocation
This strategy is a quantitative, multi-strategy U.S. all-cap equity strategy engineered to outperform the Russell 3000 Index on an absolute and risk-adjusted basis across full market cycles. It seeks to achieve this objective through an equal allocation to our U.S. Large-Cap Quality Value & Momentum Equity Strategy and our U.S. Small/Mid-Cap Quality Growth Equity Strategy. Accordingly, the portfolio consists of approximately 100 U.S. stocks that exhibit diverse market capitalizations and factor exposures. The combined portfolio is subject to quarterly systematic factor reconstitution and rebalancing through the operation of each component strategy, with top-level strategy allocations subject to periodic rebalancing when they exceed defined drift parameters.
- Target Benchmark: Russell 3000 Index
- Structure: Multi-Strategy, All-Cap Multi-Factor Equity | 50% U.S. Large-Cap Quality Value & Momentum / 50% U.S. Small/Mid-Cap Quality Growth (Approximately 100 stocks across Quality, Value, Momentum, and Growth factors)
- Rebalancing & Reconstitution: Quarterly Component Strategy Reconstitution & Rebalancing; Periodic Drift-Triggered Top-Level Strategy Allocation Rebalancing
- Portfolio Role: Core U.S. All-Cap Equity Allocation
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