Quantitative “Q”
Equity Strategies

Highlights

  • Diversified Canadian equity exposure managed within a proprietary quantitative return, risk and portfolio construction framework.
  • Fully integrated global model employing systematic evaluation of countries, industries and stocks using a broad array of fundamental indicators.
  • Universe covering approximately 18,000 stocks spanning 23 developed and 27 emerging markets.
  • ESG considerations integrated into the strategy.

Investment philosophy

  • A portfolio of companies exhibiting steady growth and attractive valuation is expected to deliver strong investment returns over the long term.
  • The investment process must be rigorous, objective and applied with consistency and discipline.
  • Research must be driven by a strong synergistic relationship between three key elements: investment fundamentals, quantitative theory and empirical evidence.

Investment process

  • Continuous quantitative evaluation of fundamentals across stocks, industries and countries.
  • Proprietary return forecasts assess investment fundamentals and the opportunities created when these fundamentals change.
  • Proprietary risk model assesses systematic influences and stock-specific characteristics and events.
  • Portfolio construction seeks to optimize risk and return with consideration of transaction costs.
  • Daily evaluation and portfolio rebalancing ensures portfolios respond to new fundamental and pricing information on a timely basis.
  • Strict position limits.

Risk disclosure

  • Investors should be aware of the material risks of CC&L’s Quantitative Equity strategies, which may include, but are not limited to concentration, counterparty, currency, emerging markets, equity, leverage, market, performance and small company risk. For more information on the material risks of each investment strategy, please contact CC&L.

Our quantitative equity strategies

CC&L Q Canadian Equity Core

Investment Objective

Generate returns equal to the return of the benchmark, S&P/TSX Composite Index, plus 2% per annum over a market cycle.

Maximize long-term total return while prudently managing investment risk relative to the benchmark.

CC&L Q Canadian Equity Growth

Investment Objective

Generate returns equal to the return of the benchmark, S&P/TSX Composite Index, plus 2% per annum over a market cycle.

Maximize long-term total return while prudently managing investment risk relative to the benchmark.

CC&L Q International Equity

Investment Objective

Generate returns equal to the return of the benchmark, MSCI ACWI ex USA Index (CAD) (net), plus 2.5% per annum over a market cycle.

Maximize long-term total return while prudently managing investment risk relative to the benchmark.

CCL Q International Small Cap Equity

Investment Objective

Generate returns equal to the return of the benchmark, MSCI ACWI ex USA Small Cap Index (CAD) (net), plus 3.0% per annum over a market cycle.

Maximize long-term total return while prudently managing investment risk relative to the benchmark.

CC&L Q Global Equity

Investment Objective

Generate returns equal to the return of the benchmark, MSCI ACWI Index (CAD) (net), plus 2.0% per annum over a market cycle.

Maximize long-term total return while prudently managing investment risk relative to the benchmark.

CC&L Q Global Small Cap Equity

Investment Objective

Generate returns equal to the return of the benchmark, MSCI ACWI Small Cap Index (CAD) (net), plus 3.0% per annum over a market cycle.

Maximize long-term total return while prudently managing investment risk relative to the benchmark.

CC&L Q Emerging Markets Equity

Investment Objective

Generate returns equal to the return of the benchmark, MSCI Emerging Markets Index (CAD) (net), plus 3% per annum over a market cycle.

Maximize long-term return while prudently managing investment risk relative to the benchmark.

CC&L Q Canadian Equity Extension

Investment Objective

Generate returns equal to the return of the benchmark, S&P/TSX Composite Index, plus 3.5% per annum over a market cycle.

Maximize long-term total return while prudently managing investment risk relative to the benchmark.

CC&L Q US Equity Extension

Investment Objective

Generate returns equal to the return of the benchmark, S&P 500 Index (Net 15%) (CAD), plus 2.0% per annum over a market cycle.

Maximize long-term total return while prudently managing investment risk relative to the benchmark.

CC&L Q Global Equity Extension

Investment Objective

Generate returns equal to the return of the benchmark, MSCI ACWI Index (CAD) (net), plus 3.5% per annum over a market cycle.

Maximize long-term total return while prudently managing investment risk relative to the benchmark.

Investment Objectives Disclosure

 

The Strategy’s investment objectives are targets only. Actual performance may differ materially,
including due to market or economic factors, portfolio management decisions, modelling error,
or other reasons. In determining the added value targets, CC&L may consider the Strategy’s performance
during historical periods, the level of estimated risk over a market cycle as well as the parameters used in
the Strategy’s portfolio construction process.

For more information about services available to you as a CC&L Investment Management client, please contact:

Phil Cotterill.

Phil Cotterill

Director & Portfolio Manager,
Head of Client Solutions

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Brent Wilkins.

Brent Wilkins

Senior Vice President,
Head of Institutional Sales, Canada

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John Ricketts.

John Ricketts

Senior Vice President, Co-Head of
Institutional Sales, USA

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Eric Hasenauer.

Eric Hasenauer

Senior Vice President, Co-Head of
Institutional Sales, USA

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Carlos Stelin.

Carlos Stelin

Director of Institutional Sales, Europe

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Insights

CC&L Investment Management Ltd.
September 8th, 2022