Expertly Designed Active Strategies for Innovative Investment Firms

We deliver technology-driven strategies that help forward-thinking firms enhance performance, navigate change, and drive meaningful growth.

Expertly Designed Active Strategies for Innovative Investment Firms

We design high-impact investment strategies that help forward-thinking firms adapt, grow, and stay ahead in a dynamic market environment.

Introduce and define Pegassets

Pegassets: Where Expertise Meets Innovation

Pegassets combines deep human expertise with cutting-edge technology to deliver powerful active investment strategies. At the heart of our approach is Ensemble Active Management (EAM), a groundbreaking system that analyzes current fund holdings of top performing active managers. By carefully selecting managers, we enhance EAM’s ability to uncover high-conviction investment opportunities that other methods might miss. The result? Strategies that help institutional firms perform and pursue long-term growth.

human insight meets technical innovation
High-level EAM intro (there's detail further down the page.)

Experience the Ingenuity of Ensemble Active Management

Ensemble Active Management (EAM) is transforming active investing with advanced technology that reveals insights from carefully selected active managers. EAM identifies consensus overweight positions across top portfolios, helping institutional firms uncover hidden opportunities and better respond changing markets.

Current Mutual Fund Holdings & Weights

EAM starts by uncovering data on the holdings and weights of active mutual funds, providing a current view of manager positions. This detailed picture forms the foundation for strategies built on consensus.

Consensus Active Manager Insights

EAM aggregates the insights of multiple active managers, revealing their consensus high-conviction positions. This collective intelligence helps create robust “wisdom of experts” strategies aligned with evolving market sentiment.

Ensemble Active Management
Idea intro: the importance of effective manager selection in EAM

The Human Element in EAM: Effective Manager Selection

While EAM's technology drives incredible insights, it’s the human inputs that make the system truly powerful. At Pegassets, we carefully select top-performing managers whose decisions shape these strategies. Without the right experts, the potential of even the most advanced technology remains unrealized. Our expertise in manager selection ensures that our strategies are built to succeed in a majority of markets.

Select the Right Managers

We identify active managers whose insights align with your goals, providing a strong foundation for every strategy.

Build Winning Strategies

By choosing skilled managers, we craft strategies designed to perform across a range of market conditions.

the human element of ensemble active management
Pegassets' value proposition: each of these 4 items will be detailed further down the page.
Empower

Pegassets: Human Insight + Advanced Technology

At Pegassets, we don’t just provide access to EAM strategies; we elevate them by selecting the right managers. This unique combination of human expertise and breakthrough technology allows us to deliver more effective, reliable strategies for institutional firms.

ensemble active management

Access to EAM Strategies

Pegassets offers access to advanced EAM strategies that use data-driven insights to build more resilient investment solutions.

rigorous EAM input manager selection process

Rigorous Manager Selection Process

Our process identifies skilled managers, whose insights guide strategy design with the goal of strong, consistent performance.

easy EAM strategy integration

Easy Strategy Integration

Our solutions fit smoothly into your firm’s existing infrastructure, with minimal disruption and rapid implementation.

automatic active EAM strategy optimization

Automatic Strategy Optimization

Pegassets' strategies automatically adjust to market shifts, using advanced analytics to ensure they reflect current manager consensus.

Maximize Your Firm’s Potential with EAM

Contact us to learn how Pegassets can provide your firm with innovative strategies that combine technology and human insight for greater success.

Deeper dive into EAM: how it works, key benefits
Innovative

EAM is Redefining Active Investing

Ensemble Active Management (EAM) harnesses machine learning and advanced analytics to reveal the consensus, high-conviction positions of top active managers. This information advantage allows EAM to identify opportunities that traditional methods may overlook, offering institutional firms a new source for potential alpha and a more data-driven approach to investing.

Built on Current Holdings & Weights

EAM replication technology gives a clear, up-to-date picture of the holdings and weights of active mutual funds. This data is critical for crafting strategies based on current manager convictions.

Powered by Ensemble Methods

EAM uses Ensemble Methods, the industry standard to improve forecasting, to determine consensus agreement among fund managers and mathematically integrate their portfolios.

Expert Consensus for Robust Decisions

Through consensus-driven insights, EAM aggregates the best stock ideas of multiple managers, creating diversified strategies that improve the probability of delivering alpha relative to the benchmark.

Strategies for Every Investment Style

Pegassets ensures that EAM strategies can be tailored to every equity investment style, offering flexibility that meets the unique needs of institutional investors.

Dig Deeper into EAM

Explore research that validates the effectiveness of EAM in delivering more insightful and adaptive investment strategies.

Deeper dive into Pegassets' manager selection process

Mastering Manager Selection: The Pegassets Method

Pegassets’ success is driven by our meticulous approach to manager selection. We combine decades of experience with advanced analytics to select top-performing managers, ensuring our EAM strategies are built on a foundation of human expertise and rigorous evaluation.

Decades of Investment Leadership

Our leadership team brings a wealth of experience that shapes the way we select managers, ensuring we consistently identify top performers.

Sound Investment Philosophies

We rely on time-tested principles that focus on long-term growth, risk management and consistency, while adapting to changing market conditions.

Tailored Selection Criteria

We evaluate managers on the performance of their high-conviction positions and their alignment with our strategy, ensuring only the best are chosen.

Advanced Decision Analytics

We use advanced analytics to evaluate managers and identify those demonstrating outperformance and effective risk control.

Sustained Performance Monitoring

We monitor our strategies and the underlying managers to ensure both the attributes and performance remain aligned with our high standards.

Systematic Evaluation Process

Our multi-step process rigorously evaluates managers, from screening to final selection, maintaining the highest standards of quality.

Deeper dive into "easy integration"
easy EAM strategy integration

Seamless Integration for Institutional Firms

Pegassets designs its strategies for rapid, hassle-free implementation. Our solutions integrate smoothly into your existing systems, minimizing the need for internal resources and ensuring that your investment offerings are enhanced with minimal disruption.

Deeper dive into "continuous strategy enhancement"
automatic EAM strategy optimization

Keeping Strategies Aligned with Market Trends

Pegassets' strategies automatically adjust to evolving market conditions. We continuously monitor the holdings and weights of underlying funds, adjusting strategies as market dynamics change to ensure they stay aligned with consensus high-conviction positions.

Plans

Pegassets Three Ways

Choose the EAM solution that best fits your firm’s needs—whether you're looking for quick deployment, a personalized experience, or fully customized strategies.

Quick & Easy
Partner Investing
Existing portfolios available for investment
Easy to implement
Historical track record
High Touch
Direct Licensing
Select from our available EAM strategies
Receive bi-weekly strategy files
Set portfolio and trading parameters
Own track record of your portfolio
Effortlessly Bespoke
Custom Strategies
We assist in developing in-house EAM strategies
Tailored to your specifications
Training with manager screening and selection
Assist with back testing and implementation
Ownership of final strategy

About Pegassets

At Pegassets, we specialize in providing institutional firms with expertly designed EAM strategies. Our mission is simple: to combine human expertise with cutting-edge technology, delivering innovative, data-driven strategies that drive performance and adaptability.

Our Story

Pegassets was founded on the belief that institutional firms and their clients deserve more value from active investing.

Our journey began with Robert Tull, a pioneer in the ETF industry since 1993. With decades of experience, Bob joined a team of top financial and technology experts to tackle the evolving challenges of active management. Together with the founders of Turing Technology, he co-authored the 2018 white paper titled “Ensemble Active Management: The Next Evolution in Active Investment Management. He then launched Pegassets to develop innovative EAM investment strategies, offering institutional firms the tools they need to succeed in today’s competitive markets.

At Pegassets, we believe that the best investment strategies combine advanced technology with human judgment. We create “wisdom of experts” solutions that not only perform but also adapt to market changes. Our partnership with Turing Technology Associates allows us to power our Ensemble Active Management (EAM) strategies with machine learning and advanced analytics, helping firms diversify their offerings and deliver standout strategies in a competitive environment.

Leadership

Kathleen Neumann
Kathleen Neumann, CFA
President

Kathy has more than 30 years' investment experience including equity research, portfolio management and executive level experience managing an investment advisory firm. Prior to joining Pegassets in 2019, she served as President of SerenityShares Investments an ESG-dedicated ETF start-up. As President of TAMRO Capital Partners (2004-2016), she was in charge of leading the business aspects of this $2.5B asset management firm. Kathy earned a B.A. in Economics from the University of Maryland, where she was nominated to Phi Beta Kappa, and a M.B.A. in Finance and Investments from George Washington University.  She holds the Chartered Financial Analyst designation and is a past President of the CFA Society of Washington DC.

Robert Tull
Robert Tull
Founding Member

Bob has been a well-recognized expert in the ETF market since 1993, when he was one of the principals behind the development of WEBS -- the precursor to iShares ETFs. In the ensuing years he has consulted to issuers and governments on ETF infrastructure support, became a named inventor on multiple security patents involving exchange-traded products, and he has played a leading role in the design and development of over 400 exchange traded products in the U.S., Europe and Pacific Rim. Bob was the 2018 Global ETF Award Winner for the Greatest Contributor to the ETF marketplace. He is currently also Co-Founder and President of Procure Asset Management, an ETF firm.  From 2005 to 2018, Bob ran Robert Tull & Co, a consulting firm to ETF issuers.  He also served as a Vice President of the American Stock Exchange from 2000 to 2005.

Realize the Full Potential of Ensemble Active Management

Discover how Pegassets can bring advanced active strategies to your institutional firm—get in touch today.