Issue link: https://info.seic.com/i/1422611
Strategy name Benchmark index Target number of securities Systematic U.S. Large Cap Core Strategy Russell 1000 ~150 Systematic U.S. All Cap Core Strategy Russell 3000 ~250 Systematic International Developed Core (ADR) Strategy MSCI EAFE ~150 The strategy behind the strategies The IMU will manage the strategies seeking to limit the tracking error to their respective benchmarks, while at the same time providing an opportunity to use our overlay services—both tax overlay and sustainable investing overlay. 3 SEI's Investment Management Unit is a team within SEI Investments Management Corporation (SIMC), which serves as investment advisor. Sell criteria: Tax-loss harvesting and risk management Broad equity universe Stock selection Weighting Strategy Stocks are selected from a broad universe. Proprietary sampling methodology is used to select stocks. Positions are weighted in an effort to minimize tracking error to benchmark. The ultimate strategy contains stocks tracking targeted benchmark risk-factor exposures. Accounts are periodically rebalanced to maintain sector-neutral weights. SEI Systematic Core Strategies SEI's Investment Management Unit 3 (IMU) designs and manages three strategies When may the SEI Systematic Core Strategies be ideal solutions? While appropriate for nearly any client situation where personalization and transparency are desired, the strategies may be ideal for clients who: Want to hold individual stocks (versus pooled mutual funds or ETFs) Want a passive exposure to a broad equity market Have existing low-basis, high unrealized gain securities to transition Want to optimize tax-efficiency Have sustainable investing (ESG, SRI, faith-based) priorities