Where Active Management Can Add Meaningful Value

Across today’s markets, dispersion, shifting fundamentals, and rapid innovation are creating conditions where high alpha active management can play a meaningful role.
In small cap equities, fast moving fundamentals and early stage growth favor a multi lens approach that combines fundamental analysis, thematic insight, and technical signals. Across global high yield, leveraged credit, and bank loans, structural dispersion, mispricing, and ongoing price discovery create opportunities for selective positioning supported by deep bottom up research. 
In an environment where traditional frameworks can miss nuance, disciplined active processes—grounded in rigorous research and ongoing risk assessment—can help investors better navigate change and identify differentiated sources of potential return. 

When Quality Isn’t Enough: A Multi-Dimensional Lens for Small Cap Investing 

Traditional large‑cap quality frameworks often miss the structural inefficiencies and fast‑moving fundamentals that define small caps. This piece explains why capturing high‑alpha potential requires a multi‑lens approach that blends fundamentals, thematic context, and technical indicators. While outcomes vary, applying a broader set of signals can help investors identify emerging opportunities earlier, avoid hidden risks, and better navigate the high dispersion that shapes this dynamic universe. 

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Global High Yield: Income Without Compromise. Opportunity Without Borders

Global high yield can offer a flexible way to access income while tapping into diverse credit cycles and issuer profiles. With structural dispersion and ongoing price discovery across regions, the asset class provides conditions where active, high‑alpha decision‑making may add meaningful value. This piece highlights how selective positioning, deep credit work, and the ability to adjust exposures as fundamentals evolve can support differentiated outcomes without forcing investors to choose between income, diversification, and adaptability. 

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Is Now a Turning Point for Small Caps?

Small caps may be entering a period where dispersion, accelerating profits, and rapid innovation create new avenues for alpha generation through active management. Rather than relying on single‑factor screens or macro‑driven narratives, this piece emphasizes the importance of identifying early‑stage growth drivers and understanding how fundamentals are shifting beneath the surface. With skilled, research‑driven insight, investors may uncover opportunities that are still underappreciated by broader markets.

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Leveraged Credit 2025 Review & 2026 Outlook

Amid shifting policy signals, volatility, and rising issuer differentiation, leveraged credit is presenting pockets of opportunity often obscured by top‑down averages. This outlook explores how dispersion across ratings, sectors, and regions—combined with tightening technicals and evolving macro forces—reinforces the importance of active, bottom‑up credit selection. While uncertainty remains, thorough research and selectivity may help identify mispriced risk and areas of potential alpha as the market transitions into 2026. 

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See More Clearly: A Fresh Lens on Small Cap Growth

In small caps, traditional “quality” rules frequently break down due to rapid company evolution and early‑stage growth dynamics. This session demonstrates how combining fundamentals with thematic and technical signals can sharpen decision‑making and help investors identify opportunities before they become broadly recognized. The discussion underscores how a high‑alpha active process, grounded in discipline and agility, may improve timing, sizing, and opportunity capture in this complex segment. 

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RIA Channel Webinar | Bank Loans: The Overlooked Asset Class Delivering High Income with Low Volatility

Leveraged loans offer floating‑rate income, senior secured positioning, and historically strong recoveries, yet they remain underutilized. This webinar explores how active management—through mispriced credit identification, structural awareness, and responsive risk oversight—can help uncover differentiated return potential in a market defined by continual shifts in spreads and fundamentals. While results vary, disciplined credit selection and active monitoring may reveal alpha sources that passive approaches are likely to miss. 

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