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Equity Market Neutral

The Nuveen Asset Management Equity Market Neutral Strategy goal is to generate absolute returns that are due primarily to stock selection, rather than the returns and direction of the stock market. The Strategy implements its market neutral strategy by establishing long and short positions in a diversified portfolio of equity securities. Substantially all of the equity securities in which the Strategy takes long and short positions will be included in the Russell 1000 Index at the time of purchase. The strategy balances quantitative analysis with fundamental research in constructing the portfolio.

Portfolio At-a-Glance

Benchmark BofA ML 3 Month U.S. Treasury Bill Index
Holdings Range Approximately 100 long / 100 short
Target Beta Range -0.2 to +0.4. Target 0.1 versus Russell 1000
Target Alpha/Market Cycle 400 – 600 basis points
Investment Vehicles
  • Institutional Separate Account
  • Mutual Fund
Related Links

Investment Process

  • Ranks index constituents from most to least attractive
  • Fundamental and qualatative teams assign a rating from 1 (highest) to 5 (lowest) to each investment within the universe
  • Companies with lowest ranking (5) from either discipline are excluded from purchase list (and considered for short positions, where applicable)
  • Barra and proprietary portfolio optimizers determine risk / return factors through a systemic approach
  • Final portfolios are constructed through value-added analysis from portfolio managers and research teams

Certain strategies may be available through other investment vehicles not listed above. Vehicles and their respective platforms shown may not be available in certain jurisdictions; investors should be aware of applicable legal requirements. This information should not be considered a solicitation or an offer by Nuveen Asset Management or Nuveen to provide any services in any jurisdiction. For more information on collective investment trusts, please contact us. If you are a non-U.S. investor and would like more information on UCITS Funds, please visit nuveenglobal.com.

This material is not intended to be a recommendation or investment advice, does not constitute a solicitation to buy or sell securities. The information does not take into account the specific objectives or circumstances of any investor, or suggest any specific course of action. Investment decisions should be made based on an investor's objectives and circumstances and in consultation with his or her advisors. All investments involve risk and there is no assurance that an investment will provide positive performance over any period of time. There is no assurance that downside protection will be achieved.

23707-G-INAD-AN-04/18

Contact Us

  • Institutional Investors/ Consultant 612.303.3381
  • Registered Investment Advisor 800.558.4487
  • Financial Advisors 800.752.8700
  • Mutual Fund Investors 800.257.8787