PGIM Quantitative Solutions
PGIM STRATEGIST MODELS
Long-term view
Estimate long-term expected return and risk by asset class
Establish specified investment goals and relevant underlying asset classes
DETERMINE TACTICAL EXPOSURES
SET STRATEGIC ALLOCATION
short-term view
Use quantitative tools to guide tactical shifts
Further refine portfolio exposures based on qualitative assessment of economic and market environments
Seek to avoid inappropriate risks
PORTFOLIO MANAGEMENT IMPLEMENTATION
Bottom-up fund selection
Sub-asset class positioning, risk budgeting, and active manager outlook
Active/passive decision
ONGOING
PORTFOLIO MONITORING
SIRG
PGIM Quantitative Solutions
PGIM STRATEGIST MODELS
PGIM STRATEGIST MODELS
SIRG
PGIM STRATEGIST MODELS
PGIM Quantitative Solutions
PGIM STRATEGIST MODELS
PGIM Quantitative Solutions and the Strategic Investment Research Group (SIRG) of PGIM Investments provide asset allocation, manager research, portfolio construction, and risk management for the PGIM Strategist Models. Since 2005, these two deeply resourced and experienced teams have partnered on asset allocation portfolios designed to meet client needs.
Top-Down Asset Allocation, Bottom-Up Fund Selection
Monitor portfolio and individual fund returns, risk, and factor exposures
Monitoring of Strategist Models’ allocations
ONGOING
PORTFOLIO MONITORING