The Cap Six Approach: One Process. Three Priorities. Complete Confidence.

Solving the Incomplete Equation of Equity Investing

For decades, investors have had to choose between imperfect options:

• Passive funds offer market exposure, but they fall short on personalization, tax management, and oversight.
• Direct indexing provides early tax benefits but lacks accountability and loses impact once losses fade.
• Traditional active can deliver alpha at times, but often brings inconsistency, bias, and tax inefficiency.

These models were built for yesterday’s challenges, not today’s investor expectations.

At Cap Six, we have engineered complete portfolio solutions that fuse the best of all three approaches. Designed from the ground up to serve modern client needs, our process does not force advisors to trade off alpha for tax efficiency or structure for flexibility. Instead, we integrate all three – index alignment, active insight, and ongoing tax management – into a single scalable solution.

Index Alignment

While many managers allow significant style drift from benchmarks (whether intentional or not), we believe a consistent exposure framework is critically important. Our portfolios are grounded in disciplined, evidence-based constraints across sector, industry, factor, and position sizing. This allows us to remain familiar and scalable, while still nimble enough to uncover overlooked ideas.

This rules-based design helps:

• Maintain reliable, benchmark-aware alignment
• Prevent style drift and unintended exposures
• Control index-risk while preserving alpha potential

A clear exposure framework keeps our process steady, our insights focused, and our portfolios positioned for opportunity. For us, alignment isn't about imitation, it's about intention.

Engineered for Alpha

We believe alpha is still possible; it just takes a smarter approach. At Cap Six, we use a proprietary research engine to analyze billions of data points to identify ideas with the highest potential impact. Each decision is evaluated by our Investment Committee and implemented using our portfolio construction and risk management technology.

What sets us apart:

• Every position earns its place through merit-based analysis
• No guesswork, no black boxes. Just disciplined, data-driven decisions
• High-conviction positions, optimized through a disciplined framework

Our process is selective, repeatable, and adaptable to changing market conditions. This isn't about chasing alpha, it's about engineering it through a deliberate, integrated approach built to identify and compound long-term opportunity.

Ongoing Tax Management

Tax management should not be a one-time event or an afterthought. It should be integrated into the investment process and sustained throughout the portfolio’s life cycle.

Our tax management approach includes:

• Ongoing, strategic tax-loss harvesting
• Tax-aware rebalancing that balances conviction with tax sensitivity
• Proprietary tools for modeling and executing efficient portfolio transitions

For legacy portfolios or existing SMAs, we deliver account-level transition analysis designed to reduce tax drag while preserving exposure. True tax efficiency requires more than a good start, it requires consistency, year after year. We don't stop working after year one, year five, or year twenty.

The Result: A Complete Portfolio Solution for Modern Equity Investing

Cap Six was built to address what legacy approaches miss: the need for a process that combines structure, selectivity, and after-tax efficiency, without forcing trade-offs. Our process reflects that philosophy:

• The conviction and oversight of true active management
• The discipline and repeatability of a quantitative process
• The tax efficiency and customization of direct indexing, without limitations

This isn’t just a portfolio; it’s a fully integrated process. From portfolio construction to tax-aware transitions to ongoing oversight, the Cap Six process is built as a unified system, designed to meet the evolving needs of investors, advisors, and institutional allocators.

Whether you're looking to deliver scalable, personalized client solutions, improve after-tax outcomes, or replace outdated active models with a modern, evidence-based approach, Cap Six delivers a complete equity solution, built for modern markets, and built to last.

One process. Three priorities. Complete confidence.

Cap Six does not provide tax advice. Tax outcomes will vary by client, account, and strategy. Taxes are managed toward the strategy composite through the firm’s investment process, but individual results will depend on each client’s unique circumstances.