Quantitative Equities
A suite of quantitative strategies used by investors to obtain stable, highly liquid exposure to U.S. large-cap equities while seeking additional alpha over benchmark-like returns with a small risk premium.
AUM 1
$6.9B
Systematically applied, actively managed
Our active and systematic strategies employ a dynamic quantitative model built on our proprietary Lifecycle Categorization Research framework, providing a differentiated source of alpha that is less correlated with both discretionary managers and other quant strategies.
Lifecyle Categorization Research: Established, repeatable and defined
Rather than analyzing companies based on their membership in a particular sector or industry, we segment the investment universe into six types of companies based on their maturity and cyclicality.
Our proprietary Lifecycle framework systematically identifies companies whose fundamentals are improving or deteriorating in ways the market often overlooks. Stocks are ranked within similar lifecycle stages to capture long‑term inefficiencies that arise as valuations adjust to underlying fundamentals.
The approach is style‑agnostic and blends fundamental factor signals with disciplined, risk‑controlled portfolio construction. Together, these elements seek to generate consistent alpha throughout companies’ lifecycle transitions.
Related Strategies
| Strategies | Attributes | Inception Date |
|---|---|---|
| U.S. Research Enhanced Equity Core | Aims to outperform the S&P 500 Total Return Index within a 1% risk budget by investing in a broadly diversified, optimized U.S. large-cap equity portfolio. | 1 Jan 2012 |
| U.S. Research Enhanced Equity Plus | Aims to outperform the S&P 500 Total Return Index within a 2% risk budget by investing in a broadly diversified, optimized U.S. large-cap equity portfolio. | 1 Jan 2012 |
| U.S. Research Enhanced Equity Value | Aims to outperform the MSCI USA Value Total Return Index within a 2% risk budget by investing in a broadly diversified, optimized U.S. large-cap equity portfolio. | 1 Jan 2012 |
| Europe Research Enhanced Equity | Aims to outperform the MSCI Europe Daily Total Return Net Index by investing in a broadly diversified, optimized European large-cap equity portfolio. | 1 Jan 2012 |
| Global Strategic Alpha Equity | Aims to outperform the MSCI ACWI Daily Total Return Net Index by investing in a broadly diversified, optimized global large-cap equity portfolio. | 1 Jan 2012 |