Opportunistic Growth Best Ideas

Investment Premise

We believe that a certain subset of our diversified portfolio could add significant value over various market cycles. To this end, we analyzed concentrated subsets of our existing large cap portfolio for out-performance relative to our existing product and its respective benchmark - the Russell 1000 Growth index. The best ideas portfolio was equal-weighted, rebalanced quarterly, and contained the fifteen largest active weights from our large cap composite. All of the companies included in the back-test were already part of our existing portfolio and went through our rigorous quantitative and fundamental process at the time they were included in the composite. The back-test results confirmed that there was solid out-performance in the best ideas portfolio versus the benchmark with only a modest increase in overall risk.

Investment Process

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