Systematic Equity Team
Emerging Markets Equity
Objective
The Systematic Emerging Markets Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the MSCI Emerging Markets ND Index, over a full market cycle.
Investment Universe
Stocks within the MSCI Emerging Markets IMI Index are evaluated for consideration in the portfolio.
Global Equity
Objective
The Global Equity Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the MSCI All Country World Index over a full market cycle.
Investment Universe
Stocks within the MSCI All Country World Index are evaluated for consideration in the portfolio.
Global Equity Market Neutral
Objective
The Global Equity Market Neutral Strategy is a quantitative, bottom-up stock selection strategy which seeks to deliver absolute returns with moderate volatility and little or
no correlation to the broad equity markets by investing long and short in the securities of global companies across all market capitalizations.
Investment Universe
Stocks within the MSCI World IMI Index are evaluated for consideration in the portfolio as either a long or short position.
International Equity Opportunities
Objective
The International Equity Opportunities Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the MSCI EAFE Index over a full market cycle by investing both long (typically 120-140%) and short (typically 20-40%) in international equities, with net exposure expected to be 100%.
Investment Universe
Stocks within the MSCI EAFE IMI Index are evaluated for consideration as either a long or short positions.
International Equity (Systematic)
Objective
The International Equity (Systematic) Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the MSCI EAFE Index over a full market cycle.
Investment Universe
Stocks within the MSCI EAFE Index are evaluated for consideration in the portfolio.
Large-Cap Enhanced
Objective
The Large-Cap Enhanced Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the Russell 1000 Index over a full market cycle by investing both long (typically 120-140%) and short (typically 20-40%) in US equities, with net exposure expected to be 100%.
Investment Universe
Stocks within the Russell 1000 Index plus the 1,000 most liquid stocks in the Russell 2000 Index are evaluated for consideration as either a long or short position.
Small-Cap Core
Objective
The Small-Cap Core Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the Russell 2000 Index over a full market cycle.
Investment Universe
Stocks within the Russell 2000 Index are evaluated for consideration in the portfolio.
US Equity Market Neutral
Objective
The US Equity Market Neutral Strategy is a quantitative, bottom-up stock selection strategy which seeks to deliver absolute returns with moderate volatility
and little or no correlation to the broad equity markets by investing long and short in the securities of US companies across small- and mid- market capitalizations.
Investment Universe
Stocks within the Russell 2500 Index are evaluated for consideration in the portfolio as either a long or short position.
US Equity Opportunities
Objective
The US Equity Opportunities Strategy is a quantitative, bottom-up stock selection strategy which seeks to outperform the Russell 1000 Index over a full market cycle by investing both long (typically 120-140%) and short (typically 20-40%) in US equities, with net exposure expected to be 100%.
Investment Universe
Stocks within the Russell 1000 Index plus the 1,000 most liquid stocks in the Russell 2000 Index are evaluated for consideration as either a long or short position.
