10+
Years of systematic investing
SEC
Registered advisor
50+
Institutional-grade baskets
Multi-factor
Construction methodology
Why systematic thematic allocation belongs in institutional portfolios.
Four investment arguments — from alpha generation to mandate compliance — for adding disciplined thematic exposure to your portfolio construction process.
Capture Structural, Not Cyclical, Alpha
Thematic allocation targets multi-year economic transformations — digital infrastructure, energy transition, demographic shifts — that cut across traditional sector and factor frameworks. Not momentum plays. Conviction-weighted positions in forces with identifiable, durable tailwinds.
Mandate-Aligned Allocation
ESG mandates, impact requirements, and values-based policy constraints are now standard across institutional mandates. Our baskets provide precise, documentable thematic exposure — built to satisfy both investment objectives and compliance requirements.
Research-Grade Construction. Full Transparency.
Every basket is built on the same systematic frameworks used in institutional portfolio management: factor analysis, risk attribution, backtesting, and disciplined rebalancing. Full methodology documentation. Complete holdings transparency. No black boxes.
Risk-Aware by Design
Thematic portfolios carry concentration risk that demands active management. Every basket includes explicit risk controls, volatility-adjusted sizing, and ongoing monitoring — so you can allocate with confidence, not just conviction.
Common questions
Each basket uses a systematic, multi-factor process: define the structural theme, screen the investment universe, apply factor filters (momentum, quality, liquidity), and weight holdings by risk-adjusted exposure. Full methodology documentation is available on request.
Baskets are rebalanced on a rules-based schedule — typically quarterly — with additional drift-based triggers if a holding's weight or factor score moves materially outside target bounds.
Yes. Institutional clients can apply custom exclusions, weight constraints, or factor tilts aligned with ESG policy, risk budget, or benchmark requirements. Contact our team to discuss.
We source data from institutional-grade providers including Refinitiv, FactSet, S&P Global, and Owl ESG — all normalized and quality-controlled before entering the construction pipeline.
Every basket includes explicit position and sector caps, volatility-adjusted sizing, and ongoing monitoring. Full risk attribution is provided alongside each basket.
Ready to allocate to structural change?
Access institutional-grade thematic baskets built for mandates that demand precision.