130/30 Equity The 130/30 equity strategies have been developed for the U.S. and Australian equity markets using proprietary composite rankings of fundamental factors to identify attractive and unattractive stocks. These core and value strategies short approximately 30% of the portfolio and use the proceeds to obtain long equity exposure of approximately 130%. A market beta of approximately 1 is maintained at all times.
Core Active Equity The Core Active Equity strategies invest in large, mid, small, or micro company stocks in diversified portfolios with the objective of producing returns in excess of their respective core benchmarks. Security selection is based on quantitative analysis of fundamental factors.
Growth Active Equity The Growth Active Equity strategies invest in large, mid, or small company stocks in diversified portfolios with the objective of producing returns in excess of their respective growth benchmarks. Security selection is based on quantitative analysis of fundamental factors.
Value Active Equity The Value Active Equity strategies invest in large, mid, or small company stocks in diversified portfolios with the objective of producing returns in excess of their respective value benchmarks. Security selection is based on quantitative analysis of fundamental factors.
International
Active Equity The International Active Equity strategies attempt to deliver returns in excess of their respective international equity benchmarks. The investment process is based on quantitative analysis of fundamental factors to help identify attractive stocks while keeping the country, currency, and sector exposure within close range of the benchmark weights.
Enhanced Index
Active Index Plus®/Enhanced Index The Active Index Plus and Enhanced Index strategies invest in large and mid capitalization stocks based on proprietary composite rankings of factors to identify stocks with relatively higher expected returns. The portfolio is constructed to mimic overall index characteristics, including risk. Tracking error is expected to be less than that of a traditional active equity strategy.
Passive
Equity Indexing The Equity Indexing strategies are designed to mimic the performance and characteristics of the designated index with full replication in most cases.
