Hal W. Reynolds, CFA

About Hal

As Co-Chief Investment Officer and Chairman of Los Angeles Capital’s Investment Committee, Mr. Reynolds oversees the Firm’s investment process. Since co-founding the Firm in 2002, Mr. Reynolds has worked closely with the Research team to develop Investor Preference Theory^®, the Dynamic Alpha Stock Selection Model^®, and the Forward Attribution^® process for developing forward-looking expected factor returns. Working with the Firm’s Research Directors, he develops the Firm’s research goals and provides guidance on key projects to enhance the stock selection, portfolio construction, and trading processes. As a member of the Portfolio Review Committee, he works with senior members of the Portfolio Management team to establish key portfolio parameters for portfolio construction and rebalancing, and on developing procedures for monitoring and controlling portfolio risk.

Prior to Los Angeles Capital, Mr. Reynolds was a Managing Director and Principal at Wilshire Associates. Mr. Reynolds joined the consulting division of Wilshire Associates in 1989 where he served as a senior consultant to large ERISA plans. He also designed Wilshire Compass, Wilshire’s asset allocation and manager optimization technology for plan sponsors. In 1996, Mr. Reynolds began consulting for Wilshire Asset Management, where he helped develop the Dynamic Alpha Model, which developed into Los Angeles Capital’s Dynamic Alpha Stock Selection Model^®, as well as other quantitative long/short applications for Wilshire Asset Management. In 1998, he joined Wilshire Asset Management as Chief Investment Officer.

Prior to joining Wilshire, Mr. Reynolds was a Vice President at Mellon Bank where he was responsible for the design and management of Mellon’s portfolio analysis product for plan sponsors.

Experience and Credentials

BA University of Virginia, 1980
MBA University of Pittsburgh, 1982

2002 - Present

Los Angeles Capital

1998 - 2002

Wilshire Asset Management

1989 - 1998

Wilshire Associates

1982 - 1989

Mellon Bank