Northern Trust Asset Management (NTAM), a leading global investment manager overseeing US$1.4 trillion in assets under management (as of March 31, 2026), has announced the rollout of two actively managed UCITS funds. The fresh investment vehicles are structurally engineered to target market outperformance while building risk-mitigation guardrails around climate transition liabilities and capturing sustainable growth opportunities.
The strategy behind the NT World Multifactor Focus Select Fund is explicitly built to capture alpha and achieve excess returns over a complete market cycle. Meanwhile, its sibling portfolio, the NT World Multifactor Select Fund, focuses on driving consistent, long-term capital appreciation.
Both financial products deploy NTAM’s long-standing quantitative framework, blending proprietary intelligence across value, quality, momentum, and low volatility signals. By drawing from specialized financial, alternative, and sustainable data pipelines, the strategies aim to unlock diverse alpha streams within a highly risk-conscious framework.
Integrating Climate Risks Without Sacrificing Factor Edge
A defining structural element of these newly launched UCITS funds is their dual-layered portfolio construction. Rather than treating sustainability as a secondary overlay, the asset manager integrates environmental parameters directly into the core security selection engine.
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The funds utilize a rigorous framework designed to achieve the following institutional objectives:
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Carbon Footprint Compression: Systematically targeting lower greenhouse gas intensity relative to standard benchmarks.
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Climate Risk Auditing: Factoring industry-specific transition exposures and green economy opportunities directly into equity valuation models.
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Factor Integrity Retention: Ensuring the integration of environmental, social, and governance (ESG) rules does not dilute the underlying exposure to the targeted quantitative factors.
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Stewardship and Corporate Advocacy: Maximizing long-term asset value through proactive corporate engagement and proxy voting to encourage transparency and robust ESG practices among holdings.
Executive Insights on Quantitative and Responsible Investing
“These fund strategies combine the Northern Trust Asset Management quantitative investment team’s deep experience in factor-based investing, built over three decades, with our proprietary research into integration of meaningful decarbonisation and other climate-related criteria,” said Guido Baltussen, global head of quant strategies at Northern Trust Asset Management.
“In the Multifactor UCITS fund strategies we employ a multi-faceted approach to portfolio construction to actively manage alpha, investment risks, climate risks and costs. We recognise that continuous review and evolution of sustainable datasets and signals across our research, data science, sustainable investment and portfolio management teams is essential to deliver optimal investment and sustainability outcomes.”
Pedro Guazo, head of international and global head of responsible investing at Northern Trust Asset Management, said: “The climate transition remains a critical theme for investors, both in terms of seeking to mitigate associated portfolio risks, and considering the opportunities to support credible transition plans and climate solutions. We are pleased to further our range of climate-related solutions for clients across Europe, Middle East, Africa and Asia-Pacific with these funds.”
Expanding a Large-Scale Quantitative Investment Footprint
The launch reinforces Northern Trust Asset Management’s long-standing position within the global quantitative space. As of March 31, 2026, the firm’s specialized quantitative strategies command US$47 billion in total assets across global equity and fixed-income markets.
| Investment Vehicle | Core Strategic Objective | Foundational Data Pillars | Target Markets |
| NT World Multifactor Focus Select Fund | Structural alpha and outperformance over a full market cycle. | Value, quality, momentum, low volatility, and climate transition risks. | Institutional & Professional (EMEA & APAC) |
| NT World Multifactor Select Fund | Consistent, long-term capital growth and risk mitigation. | Alternative datasets, financial data, and sustainability metrics. | Institutional & Professional (EMEA & APAC) |
The funds are structured as UCITS vehicles and are designed specifically for institutional, professional, and wholesale investors across Europe, the Middle East, Africa, and the Asia-Pacific region. Complete technical prospectuses, portfolio characteristics, and regulatory disclosures are available via Northern Trust Asset Management’s institutional portal.
