A majority of the assets are invested in Quantitative Strategies. Our current universe is the Topix and Russell 3000 members. We pass our universe through various models that attempt to select stocks likely to outperform/underperform in the short-term. We create market-neutral portfolios from these candidates. Typical holding period is 1-2 months for each stock. Portfolios include hundreds of long and short positions of similar size so that the risk of any one position is small relative to the entire fund. If there is any mismatch between the number of longs and shorts in the portfolio then we will hedge the residual risk with index futures or ETFs. Both fundamental and technical factors are included in our models.
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