Investment Overview

Our investment team seeks to capitalize on inefficiencies across developed, emerging, and frontier markets. Sources of return are drawn from a diverse set of assets.
Fundamental discretionary Global Macro strategy.
Three objectives: return in excess of 3-Month U.S. Treasury Bill rates, annualized standard deviation similar or lower than excess return, near zero beta to traditional sources of systematic investment risk.
Portfolio consists primarily of long and short sovereign positions across currencies, sovereign credit, and interest rates.
Investment process combines bottom up investment decisions, top down risk measurement, and risk management throughout the process.
 

Portfolio Construction

Portfolio seeks to generate favorable gross returns in excess of benchmark
Expected volatility will typically range from 2-4%
Currency +/- 50%
Credit Spread Duration Contribution +/- 4.0 years
Interest Rate Duration Contribution +/- 4.0 years
Equity +/- 10%
Commodity +/- 10%

Investment Team

Marshall Stocker, PhD, CFA

Managing Director, Co-Head of Emerging Markets

Joined investment management industry in 1999

Joined Eaton Vance in 2013

PhD, Universidad Francisco Marroquin

MBA, Cornell University

BS, Cornell University

Kyle Lee, CFA

Managing Director, Co-Head of Emerging Markets

Joined investment management industry in 2007

Joined Eaton Vance in 2007

BA, Wesleyan University

Patrick Campbell, CFA

Executive Director, Portfolio Manager

Joined investment management industry in 2008

Joined Eaton Vance in 2008

BA, Boston College

Federico Sequeda, CFA

Executive Director, Portfolio Manager

Joined investment management industry in 2009

Joined Eaton Vance in 2010

BA, Dartmouth College

Hussein Khattab, CFA

Executive Director, Portfolio Manager

Joined investment management industry in 2013

Joined Eaton Vance in 2013

MS, Boston University

BEng, American University of Beirut

 

Benchmark

ICE BofA 3-Month U.S. Treasury Bill Index

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