Background

Val Petrov, PhD, CFA, As a portfolio manager on the Mortgage-Backed Securities team, Val concentrates on development and implementation of relative value models across yield curves (Agency Debt, Treasuries, Swaps) and Mortgage-Backed Securities (MBS) products. His duties include the valuation, quantitative modeling, and relative value analysis of MBS products and MBS subsectors. He is also responsible for development of the Wellington Management proprietary prepay model, analysis of underlying characteristics of mortgage pools, and integration of pool selection criteria into the firm’s relative value framework. Additionally, Val is a member of the firm’s Mortgage-Backed Strategy Group.

Prior to joining the firm in 2000, Val worked at Ascent Capital Management LLP (1999 – 2000), Applied Insurance Research, Inc. (1998 – 1999), and the University of Texas at Austin (1995 – 1998).

Val received his PhD in nonlinear dynamics/physical chemistry from West Virginia University (1995) and his masters in physics and applied mathematics, with honors, from Moscow Institute of Physics and Technology (1990). He also holds the Chartered Financial Analyst designation.

Funds Managed

Hartford Quality Bond Fund

Hartford Quality Bond ETF

Experience

Professional experience since 1995

Wellington Management
2000-present

Ascent Capital Management LLP
1999-2000

Applied Insurance Research, Inc.
1998-1999

University of Texas at Austin
1995-1998

Education

PhD, West Virginia University
MBA, Moscow Institute of Physics