Mackenzie US Quantitative Large Cap

Inception: February 2020

Benchmark: S&P 500 Index

Lead Portfolio Managers: Arup Datta, MBA, CFA

Investment Adviser: Mackenzie Investments Corporation

• We are alpha centric and innovation focus in constructing short- and long-term alpha factors, tailoring active portfolio positioning and minimizing transaction cost drag.
• We are core focus that aims to deliver more consistent alpha profile across a wide array of market environments.
• We are nimble in enabling efficient implementation of new research and incorporating daily rebalancing with strict capacity constraints.
• We take a risk, transaction cost and benchmark aware approach, and combine with human oversight to monitor portfolio exposure.

The Mackenzie Global Quantitative Equity team believes in a core approach using fundamental ideas in a disciplined, risk-aware, systematic investment process. Our team’s priority in executing the investment process is to remain nimble in seeking to generate alpha for clients. To retain this advantage, we use a proprietary transaction cost model and focus on capacity.

• Bottom-up, quantitative stock selection process applied to a broad large and mid-cap investable universe of 1,100 securities in US Stock market.
• Stocks are analyzed through a region/sector relative model framework.
• Individual stock weights are assigned based upon sub-factors, which are grouped into the four super factors, Value, Revisions, Quality and Informed Investor.
• Contextual modeling is utilized to further refine the weights of factors assigned to stocks

• Profile - Mackenzie US Quantitative Large Cap – CAD
• Profile - Mackenzie US Quantitative Large Cap – USD

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Investing involves risk.

The contents of this document are provided for illustrative and marketing purposes and do not constitute specific advice regarding your personal investment situation or provide specific individual advice about investment, insurance, financial, legal, accounting, tax or similar matters. Certain information contained in this document is obtained from third parties. Mackenzie Investments believes such information to be accurate and reliable as at the date hereof, however, we cannot guarantee that it is accurate or complete or current at all times. The information provided is subject to change without notice and Mackenzie Investments cannot be held liable for any loss arising from any use of or reliance on the information contained in this document. No portion of this communication may be reproduced or distributed to anyone without the express permission of Mackenzie Investments.

GIPS Compliance Statement

Mackenzie Investments claims compliance with the Global Investment Performance Standards (GIPS®).

Composite Description

The US Quantitative Large Cap Composite seeks to provide long-term capital appreciation and outperform its benchmark. The strategy applies a quantitative, bottom-up stock selection investment process, based on fundamental insights, to the US market across large and mid-cap stocks. The investment process focuses on a succinct, high conviction set of factors, which are applied within the context of a sector/industry relative model. The composite inception and creation date is March 1, 2020.

Benchmark Description

The S&P 500 Index is a free float adjusted, market capitalization weighted index that is designed to measure the large cap equity performance of the US stock market.

List of Composites and Pooled Funds

A list including composite descriptions, pooled fund descriptions for limited distribution pooled funds, and broad distribution funds is available upon request. Please contact Dean Silver at dean.silver@mackenzieinvestments.com.