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Research-led. Systematic. Active.

We apply fundamental investment principles through a research-driven process that combines quantitative research, disciplined portfolio construction, portfolio-manager oversight, and robust risk management to identify opportunities and build differentiated equity portfolios.

The result is a range of actively managed ETFs designed to pursue distinct investment objectives while controlling unintended exposures and implementation risks.

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  • Each strategy has a clearly defined investment objective
  • Multiple complementary signals help manage unintended exposures
  • Models and techniques are continuously enhanced
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  • Portfolio managers are accountable for research, portfolio construction, and implementation
  • Inputs are reviewed; outputs are challenged
  • Evolving as evidence, data, and market structure change
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  • Risk models inform portfolio construction and position sizing
  • Portfolios seek to limit unintended concentrations and exposures
  • Objective: preserve intended return drivers while controlling uncompensated risks

Targeted exposures. Fewer unintended risks.

A strategy’s intended exposure can be weakened by undesirable characteristics elsewhere in the portfolio. QiM uses complementary signals and portfolio-level risk controls to limit these unintended offsets.

Value

But not at the expense of poor quality or collapsing momentum.

Quality

But not at any price.

Momentum

Backed by fundamentals and valuation awareness.

Fundamental principles. Systematic implementation.

We believe companies with strong fundamentals, sensible valuations, and durable business and share price trends offer attractive long-term return potential.

Our research evaluates these characteristics systematically, using extensive data and disciplined testing. Quantitative tools provide consistency and breadth, while portfolio managers remain accountable for translating research into diversified, risk-controlled portfolios.

The tools are modern, but the investment principles are enduring, favour financially sound companies, avoid fragile businesses, and maintain valuation discipline.

Proven.

The QiM team has managed systematic equity strategies across institutional and ETF structures for more than 10 years.

The team realized top-quartile performance through 4- and 5-star Morningstar and Lipper-ranked mutual funds.

 

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Eugene Barbaneagra, CFA

Global Head of QiM and Lead Portfolio Manager
25 years with SEI.

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$37B+ of AUM

  • 10+ years institutional mandates
  • 7+ years of managing mutual funds 
  • 4+ years of managing active ETFs
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Portfolio Management Team

  • 12 dedicated quantitative specialists, UK- and US- based
  • 3 PhDs, 6 MScs, 7 CFAs
  • 120+ investment professionals in broader investment team

All 7 QiM strategies with 10-year track records outperformed their benchmarks over the past decade*

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*Strategies and their benchmarks include QiM U.S. All Cap Factor Allocation vs Russell 3000 Index, QiM U.S. Large Cap Factor Allocation vs. Russell 1000 Index, U.S. Large Cap Value vs. Russell 1000 Value Index, U.S. Large Cap Core Momentum vs. Russell 1000 Index, U.S. Large Cap Growth (Momentum) vs. Russell 1000 Growth Index, U.S. Small Cap Value vs. Russell 2000 Value Index, U.S. Small Cap Core Momentum vs. Russell 2000 index. Strategies with risk reduction objectives are not included. Figures to 30 September 2026, in USD and gross of fees.

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