Parametric is a leading global asset management firm providing investment strategies and services to institutions and individual investors around the world. We take an engineer’s approach to asset management − mathematical and pragmatic, and testable. The value we add comes from portfolio construction − carefully considering risk, taxes and costs − and does not rely upon predictive judgments about markets or individual securities.
We serve clients through two categories of offerings: engineered alpha strategies and engineered implementation services.
Engineered alpha strategies seek to outperform designated benchmarks on a risk-adjusted basis by applying systematic, rules-based approaches developed through proprietary research and experience. This experience has shown that long-term portfolio growth can be enhanced through diversification, exploiting volatility and managing risk.
Engineered alpha strategies cover a range of equity asset classes, commodities, currency, managed options, risk parity and market neutral. Specialty applications include portfolio strategies of closed-end funds and master limited partnerships and enhanced beta strategies that combine futures-based index exposure with active collateral management.
Engineered implementation services involve constructing and managing portfolios to assist clients in meeting their market exposure, risk management, tax management and return objectives in a cost-effective manner. We work with clients to design and build customized solutions, and then implement their programs using individual securities, exchange-traded funds, futures, options and other derivative instruments.
Implementation services are tailored to specific client needs: tax-managed core equity portfolios managed for U.S. high net worth investors; centralized portfolio management for institutional investors and retail managed account program clients; futures- and options-based overlay services to institutional clients seeking to securitize cash, balance asset allocations and manage currency and duration exposures without disrupting underlying holdings; and core and specialty index strategies using individual securities and/or derivatives.
Our capabilities span U.S. and non-U.S. markets, traditional and specialty asset classes, physical and synthetic instruments. Our clients include endowments and foundations, retirement plans, insurance companies, sub-advised funds, financial professionals and family offices.
Investors can access our strategies through various channels, including individual and institutional separate accounts and pooled investment structures. While we offer a diverse range of portfolio strategies, each is engineered to seek the right blend of return, risk and cost control.