Fund Description

The fund invests, under normal circumstances, at least 80% of its net assets plus any borrowings for investment purposes in a diversified portfolio of equity investments in U.S. issuers, seeking broad representation of large-cap and blue chip stocks across all major sectors of the U.S. economy. It uses quantitative management with a qualitative overlay, emphasizing fundamentally based stock selection, portfolio construction and implementation, using fundamental research and a variety of quantitative techniques based on investment themes including Fundamental Mispricings, High Quality Business Models, Sentiment Analysis, and Market Themes & Trends; as part of the investment selection process, the investment adviser utilizes proprietary models that assess a wide range of indicators, which may include certain ESG indicators. It may invest in cash-equivalent fixed income securities and measures performance against the S&P 500 Index.