Investment Overview

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

Portfolio Construction

Set country, sector and stock targets
Modified equal weight strategy to maintain country and sector diversity
Emphasize low volatility, low correlation stocks
Ongoing review of portfolio versus country, sector and security targets
If concentrations build, rebalance to re-establish diversification

Investment Team

Thomas Seto, Managing Director, Portfolio Manager - Parametric
25 years of industry experience
17 years with Parametric
BS, University of Washington
MBA, University of Chicago
Paul Bouchey, CFA, Portfolio Strategist - Parametric
23 years of industry experience
9 years with Parametric
BA, Whitman College
Vassilii Nemtchinov, Director of Research, Equity Strategies - Parametric
14 years of industry experience
12 years with Parametric
PhD, State University of New York
Jennifer Mihara, Portfolio Manager - Parametric
15 years of industry experience
10 years with Parametric
BA, Colgate University


MSCI All Country World Index