INTECH Investment Management LLC’s International Volatility Capture strategy removed from the SEI Canada International Equity Fund
Effective February 22, 2023, we removed INTECH Investment Management LLC’s International Volatility Capture strategy from the SEI Canada International Equity Fund.
Rationale
The assets in INTECH’s strategy were transferred to the newly-added Lazard Asset Management EAFE Momentum strategy.
We believe the removal of INTECH will improve the Fund’s manager line-up and enhance its exposure to the momentum alpha source.