Global Emerging Markets Smaller Companies Equity

Batterymarch's Global Emerging Markets Smaller Companies Equity strategy, designed to capitalize on the higher growth opportunities among small cap stocks, uses a unique synthesis of quantitative and fundamental investment disciplines to objectively rank an investable universe of approximately 1,750 liquid stocks daily. This strategy is well diversified and style neutral, with moderate active bets versus the benchmark. We seek to outperform across a range of market envi­ronments and add value in both up and down markets.

Quick Facts:

Benchmark: MSCI EM Small-MidCap Index (Net Dividends)

Number of Holdings: 140 - 160

Expected Annual Turnover: 80 - 120%

Historical Tracking Error: 4 - 8%

Performance Objective (Gross of Fees): Benchmark + 4% over a market cycle