Investment Overview

The strategy employs a top-down, rules-based approach that emphasises broad exposure and diversification among countries, economic sectors and individual issuers
Seeks exposure to emerging and frontier market equities with less volatility and less concentration risk
Target weights are designed to tilt the portfolio away from the highest market concentrations
A low level of portfolio turnover that minimises transaction cost impact on performance
Trigger-based rebalancing designed to systematically avoid build-ups, reduce portfolio concentration and attempt to enhance returns
 

Portfolio Construction

Holdings typically range from 1,000 to 2,000 equities
Diversified across as many as 50 emerging and frontier countries
Securities selected from all cap stock universe as defined by the S&P BMI family of indices
Modified equal weights applied to countries and sectors to maintain diversification at every level
Country and sector target weights balance diversification benefits with liquidity constraints

Investment Team

Thomas Lee, CFA, Chief Investment Officer - Equities and Derivatives, Parametric Seattle

29 years of industry experience

26 years with Parametric

BS, University of Minnesota

MBA, University of Minnesota


Thomas Seto, Head of Investment Management, Parametric Seattle

26 years of industry experience

17 years with Parametric

B.S., University of Washington

MBA, University of Chicago


Geoff Longmeier, CFA, Managing Director- Global Equities Portfolio Management, Parametric Seattle

20 years of industry experience

15 years with Parametric

BA, Western Washington University


 

Benchmark

MSCI Emerging Markets Index
 

Disclosure

Where possible the Strategy seeks to take into account ESG factors into its research and decision making, however, the Strategy noted herein is classified as an Article 6 strategy of the EU Council Disclosure Regulation (2019/2088).