Products

At TWIN, we use research and portfolio engineering skills to construct quantitative equity portfolios for institutional clients. Our model-driven approach has a number of applications and incorporates our distinguishing Fundamental Tilt® approach.

Over time, TWIN's product line has evolved to meet our clients' needs. We currently manage eight products that cover different parts of the risk/return spectrum.

[ Enlarge Image ]

Our products fall into three categories. Five are Enhanced Index strategies — low tracking error portfolios managed relative to different benchmarks. Each focuses on a distinct slice of the U.S. large-cap segment of the market and seeks to add value while maintaining exposures close to those of the benchmark.

A more active Long-Only strategy utilizes a broader universe of large and midcap stocks and expects higher tracking error. This strategy focuses more on alpha (value added) and is less concerned about the constraints typically employed in enhanced indexing.

Finally, we continue to manage Long/Short equity portfolios, both equity market-neutral and 130/30. Our short-selling experience goes back to 1990, something many managers cannot claim.