Investment Capabilities

Quantitative Equity

PGIM Quantitative Solutions' Quantitative Equity team carefully constructs factors for systematic, timely alpha capture that span core, value, opportunistic equity and indexing.

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Our Investment Philosophy

PGIM Quantitative Solutions believes that company fundamentals ultimately drive long-term security prices, and we seek opportunities to benefit from the deviation between current pricing and a company’s long-term intrinsic worth. We utilize advanced quantitative techniques along with a blend of traditional and non-traditional insights derived from continuous research to enable our investment process to adapt and evolve over time.

Long-Term Sustainable Factors

Across our quantitative equity portfolios, we select and construct value, growth, and quality factors. Our investment process, rooted in fundamental and behavioral motivations and academic foundations, ensures lasting effectiveness.

Efficient Targeting of Factor Exposures

Our adaptive factor exposures enable precise stock analysis, dynamically weighting factors to reflect individual growth rates. Additionally, our top-down systematic insights complement bottom-up factor exposure for comprehensive evaluation.

Pursuit of Consistent Alpha

Our process embeds efficient risk management for purer factor exposures, calibrates construction to target diverse active return/risk profiles, and employs transaction cost controls to maximize excess returns.

Wide Variety of Benchmarks

Our quantitative equity strategies span the entire universe, with long-term track records that speak to the team's experience in navigating multiple market cycles across a broad scope of strategies.

At A Glance

$52 B

Quantitative Equity AUM

33

Investment Professionals

15 YEARS

Average Investment Experience

Core Equity

Broadly diversified portfolios provide style-neutral, core equity exposure with customizable tax management and ESG solutions.

EAFE

International Equity EAFE

MSCI EAFE Index

Inception: Jan 2002

International Micro Cap Equity

MSCI World ex. USA Micro Cap Index

Inception: Jan 2023

Emerging Markets

Emering Markets All Cap Equity

MSCI Emerging Markets IMI Index

Inception: May 2009

Emerging Markets Equity

MSCI Emerging Markets Index

Inception: May 2002

Emerging Markets Small Cap Equity

MSCI Emerging Markets Small Cap Index

Inception: Jan 2012

Global

Global Equity Developed ESG

MSCI World Index

Inception: Nov 2018

Global All Cap Equity ACWI Strategy

MSCI AC World IMI Index

Inception: Jul 2016

US

US Equity

S&P 500 Index

Inception: Jan 1997

US Large Cap Equity

Russell 1000® Index

Inception: Jun 2004

 

US Mid Cap Equity

S&P 400 MidCap Index

Inception: Jul 1996

US Small Cap Equity

Russell 2000® Index

Inception: Oct 2009

US Micro Cap Equity

MSCI USA Micro Cap Index

Inception: Jul 2022

US SMID Cap Equity

Russell 2500® Index

Inception: Jun 2018

 

Value Equity

Active, multi-factor strategies designed to capture the payoff to deep-value companies.

Value Equity

Russell 1000® Value Index

Inception: Jan 1989

Large Cap Value Equity

Russell 1000® Value Index

Inception: Mar 2012

Mid Cap Value Equity

Russell Midcap® Value Index

Inception: Feb 2007

Small Cap Value Equity

Russell 2000® Value Index

Inception: Feb 2007

The Leadership Team

Stacie L. Mintz
Stacie L. Mintz

Head of Quantitative Equity

Gavin Smith
Gavin Smith

Head of Equity Research and Sustainable Investing

The Portfolio Management Team

Stephen Courtney
Stephen Courtney

Portfolio Manager

Ken D'Souza
Ken D'Souza

Portfolio Manager

Devang Gambhirwala
Devang Gambhirwala

Portfolio Manager

Harry Hinkel
Harry Hinkel

Portfolio Manager

Wen Jin
Wen Jin

Portfolio Manager

Christopher Lipari
Christopher Lipari

Portfolio Manager

Edward J. Lithgow
Edward J. Lithgow

Portfolio Manager

All data as of Mar 31, 2025