Products

Long-Only

TWIN's most active Long-Only strategy is TWIN Prime. The goal of Prime is to outperform its Russell 1000 benchmark by relaxing some of the risk constraints inherent in our Enhanced Index products and taking fuller advantage of both the TWIN Equity Model and our unique Fundamental Tilt® approach.

Stocks are selected in two stages. First, a "super-alpha" portfolio is created from the 50 to 100 highest alpha names in the TWIN large and midcap universe. Then, a "mega-cap anchor" is created, using the largest positive-alpha stocks. The two pieces are then combined, with weights determined by TWIN's Fundamental Tilt® approach, and additional risk adjustments are made to the total portfolio relative to Prime's Russell 1000 benchmark.