Equity

Disciplined Large Cap Equity Strategy

The strategy pursues outperformance of the S&P 500 Index by using a disciplined “active quant” approach that combines systematic quantitative modeling with qualitative validation.

Active approach

The team’s active approach to systematic factor-based investing aims to generate alpha for their clients superior to passive approaches.

Cutting edge but transparent portfolios

Clients benefit from the latest cutting-edge techniques with full transparency into the drivers of risk and return in their portfolios.

Continuous innovation

While founded on decades of research, continuous innovation is core to the team’s fundamental beliefs.

Investment approach

An active approach to systematic factor-based investing

A fundamental approach, systematically implemented

The team’s approach is grounded in fundamental insights that are implemented systematically, resulting in intuitive portfolios.

Dynamic approach to factor selection

Thoughtful factor definitions combined with a dynamic modeling framework enable flexibility to adapt to changing market conditions.

Multi-dimensional risk management

The team maintains an intense focus on managing risk models and tools to effectively manage risk and control for unintended exposures.

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Composite performance

Average annual returns

(as of 6/30/2024)

1/1/1993

	1M	3M	YTD	1Y	3Y	5Y	10Y	Inception
Composite (Gross)	3.68	5.08	18.35	27.30	11.75	16.24	13.25	11.39
Composite (Net)	3.66	5.00	18.17	26.91	11.42	15.86	12.83	11.03
Benchmark	3.59	4.28	15.29	24.56	10.01	15.05	12.86	10.47

Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.

Calendar year

	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Composite	26.61	-17.67	31.13	16.52	29.11	-7.96	21.00	12.27	2.47	15.71
Benchmark	26.29	-18.11	28.71	18.40	31.49	-4.38	21.83	11.96	1.38	13.69

Performance is historical and does not guarantee future results. For more information, please refer to the GIPS composite report found in the documents section.

Our team

Meet the investment team

The team believes company returns are predictable based on quantitative factors. They seek to systematically harvest these factors to generate alpha for their clients.

View Team

Justin Carr

Portfolio Manager

Robert Wicentowski

Portfolio Manager

Key risks

Market risk: Security markets are volatile and may decline significantly in response to adverse issuer, regulatory, political, or economic developments with different sectors of the market and different security types reacting differently to such developments.

Equity securities risk: Equity securities fluctuate in value and price in response to factors specific to the issuer of the security, such as management performance, financial condition, and market demand for the issuer's products or services, as well as factors unrelated to the fundamental condition of the issuer, including general market, economic, and political conditions.

Small-cap securities risk: If a strategy invests in the securities of smaller-capitalization companies, these securities tend to be more volatile and less liquid than those of larger companies.

Foreign securities risk: If a strategy invests in the securities of non-U.S. issuers, these investments may be subject to lower liquidity, greater price volatility, and risks related to adverse political, regulatory, market, or economic developments and may be affected by changes in foreign currency exchange rates.

Investors should know that this strategy deployed may be subject to additional investment risks. For important information about the investment manager, please refer to Form ADV Part 2.

We look forward to helping you with your investment needs

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