Quantitative Equity

QVM^® Large Cap Value

Launched in 1994, this strategy focuses on the 1000 largest companies that are available for purchase on U.S. stock exchanges. Utilizing 8 separate WEDGE-defined sectors, this portfolio applies a model-driven systematic approach to large cap value investing. QVM Large Cap Value is available as a separate account vehicle and as a commingled investment trust (CIT). To learn more about the process, click here.

QVM Large Cap Value Fact Sheet Download PDF

QVM Large Cap Value Instl Cl Fact Sheet Download PDF

QVM^® Small Mid Cap Value

This strategy is based on our long history of quantitative equity investing in QVM Large Cap Value and focuses on the 501st to 2500th largest companies traded on U.S. stock exchanges. Utilizing 10 separate WEDGE-defined sectors, this portfolio applies a model-driven systematic approach to small-mid cap value investing. QVM Small Mid Cap Value is available as a separate account vehicle and as a commingled investment trust (CIT). To learn more about the process, click here.

QVM Small Mid Cap Value Fact Sheet Download PDF

QVM Small Mid Cap Value Instl Cl Fact Sheet Download PDF

QVM^® All Cap Value

This strategy combines our quantitative equity capabilities, blending QVM^® Large Cap Value and QVM^® Small Mid Cap Value to identify compelling value opportunities across the full U.S. market capitalization spectrum. With an 80% allocation to QVM Large Cap Value and 20% to QVM Small Mid Cap Value, the QVM^® All Cap Value strategy applies a disciplined, model-driven process and systematic framework designed to promote consistency and control risk throughout all market environments.

Enhanced Core Russell 1000

This index-driven strategy focuses on the securities within a desired benchmark (i.e. the Russell 1000 or S&P 500). Beginning with all benchmark securities, a model-driven systematic approach is utilized to deselect those securities expected to underperform. The remaining securities are held with a sector-neutral weighting relative to the benchmark.

Enhanced Core Russell 1000 Fact Sheet Download PDF

Micro Cap Value

Combining elements of our traditional equity strategies with our quantitative tools, this portfolio concentrates on companies with market capitalizations between $50 million and $500 million. Once a stock reaches twice the upper market cap limit, or $1 billion, it will be sold from the portfolio.

Micro Cap Value Fact Sheet Download PDF

Traditional Equity Fixed Income

LDI/Long Duration

Diversified portfolio of dollar-dominated, high quality, investment grade bonds designed to immunize a long-term liability stream. Various long duration liability targets are available.

Short Duration

Broadly diversified portfolio of dollar-denominated, high quality, investment grade bonds focusing on shorter maturities (1-5 years). Emphasis is on capital preservation in rising interest rate environments.

Intermediate

Our Intermediate strategies include Intermediate Aggregate and Intermediate Government Credit portfolios. Each of these broadly diversified portfolios focuses on dollar-denominated, high quality, investment grade fixed income securities in intermediate maturities (1-10 years). Our approach emphasizes non-Treasury sectors that meet our stringent risk/reward parameters

Core

Our Core strategies include Aggregate and Government Credit portfolios. Each of these broadly diversified portfolios focuses on dollar-denominated, high quality, investment grade fixed income securities. Our approach emphasizes non-Treasury sectors that meet our stringent risk/reward parameters. Maturity focus is across the yield curve.

QVM^® Small Mid Cap Value

QVM Large Cap Value

Total Cap Value

Constructed by strategically combining our Small-, Mid- and Large-cap portfolios, we select companies primarily within the broad small, mid, and large cap market segments as captured by the Russell and S&P indices. We adhere to each portfolio’s specific fundamental research and quantitative parameters.

Large Cap Value

Investing in companies primarily within the broad large cap market segment as captured by the large cap Russell and S&P indices, our large cap value portfolio searches for and invests in value opportunities within the largest segment of the equity markets.

Large Cap Value Expanded

We combine our Mid- and Large-cap portfolios to consider companies with market capitalizations primarily within the broad mid and large cap market segments as captured by the mid and large cap Russell and S&P indices. We adhere to each portfolio’s specific fundamental research and quantitative parameters.

Mid Cap Value

This portfolio concentrates on companies primarily within the broad mid cap market segment as captured by the mid cap Russell and S&P indices. Once a stock reaches 1.5 times the upper market cap limit, it will be sold from the portfolio.

Small Mid Cap Value

We combine our Small- and Mid-Cap portfolios to consider companies primarily within the broad small and mid cap market segments as captured by the small and mid cap Russell and S&P indices. We adhere to each portfolio’s specific fundamental research and quantitative parameters. Once a stock reaches 1.5 times the upper market limit, it will be sold from the portfolio. Small Mid Cap Value is available as a separate account vehicle and as a commingled investment trust (CIT).

Small Cap Value

Our small cap value portfolio focuses on companies primarily within the broad small cap market segment as captured by the small cap Russell and S&P indices. Once a stock reaches twice the upper market cap limit, it will be sold from the portfolio. Small Cap Value is available as a separate account vehicle and as a commingled investment trust (CIT).

Our Strategies