Equity Strategies

SMID Cap Value

We believe that attractive returns can be achieved over a full market cycle, within the small and midcap domestic equity universes, by combining a systematic quantitative approach with traditional fundamental analysis. Simply put, our process focuses on the identification of value and the ability to purchase it at a reasonable price. Our systematic process utilizes a proprietary valuation model to identify and rank companies by their current and future values. We then employ fundamental analysis to verify the rankings derived from the quantitative screening and construct a diversified portfolio, of 125 to 150 securities, from the most attractive candidates. This is a process that generates alpha through stock selection, not market timing or sector rotation.

Asset Class: U.S. SMID Cap Equity
Inception Date: April 1, 2012
Number of Holdings: 125-150 securities
Strategy Assets: $207M
Position Size: 0.5% to 1.5%, 5% Max
Target Cash: Less than 5%