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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.

Our products fall into three categories. Four 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 diversified strategy utilizes a broader universe of large and midcap stocks and expects higher tracking error relative to the Russell 1000 index. And, a more concentrated small-cap strategy is focused on outperformance relative to the Russell 2000 index.

Finally, a Lower Volatility strategy selects dividend “payers and growers” from S&P 500 constituents to create a more defensive equity portfolio with a lower standard deviation than the index, yet with potential for appreciation.