Cross-Asset Portfolio Solutions
Parametric’s Cross-Asset Portfolio Solutions (CAPS) enable institutional investors to take more control of their portfolios through a comprehensive, flexible, and customizable platform across a full spectrum of investment and risk-management solutions.
Markets are dynamic. Views can shift. Circumstances may change. How nimbly can your portfolio react? For many institutional investors, once they’ve allocated assets, adjusting exposures can be time-consuming, operationally cumbersome, and disruptive.

CAPS is a comprehensive beta platform offering many ways to customize our solutions
Portfolio solutions
Exposure
Beta completion
Commodity
Leverage management
Portable alpha
Tactical view implementation
Efficiency
Cash securitization
Liquidity management
Synthetic rebalancing
Transition exposure
Fixed income solutions
Cash and collateral management
Core exposure expertise in government debt, investment-grade credit, municipal bonds, inflation-linked bonds
Duration targeting
Fixed income ESG
Liability-driven investing
Equity solutions
Centralized portfolio management
Customized global equity portfolios
Factor strategies
Manager model implementation
Responsible investing (ESG)
Portfolio completion
Risk-management solutions
Concentrated exposure hedging
Currency management
Equity portfolio hedging
Inflation hedging
Tail risk solutions
How it works
More investors are seeking the capability to act more directly and efficiently to manage unique risks, enhance returns, and customize portfolio exposures. Parametric CAPS offer a powerful means of scaling an existing investment team using our full-service implementation solutions:
introduction of active management risks.
and portable alpha.
Consultation
Investment staff will take time at the outset of the relationship—and on an ongoing basis—to understand the portfolio structure and goals of the investor and help identify ways to improve portfolio and operational efficiency
Evaluation
We work with each client to establish program guidelines and trading agreements, including listed and OTC facilities.
Ongoing monitoring
Parametric independently confirms, veries, and reconciles all trades; we manage all collateral flows; and we monitor associated custodial accounts. In addition, we provide daily reporting of all exposure positions, which can be expanded into fundwide exposure and risk analytics reporting if desired.
Addressing portfolio needs
Our solutions address needs across equities, fixed income, risk management, and the total portfolio.
Intended benefits of Cross-Asset Portfolio Solutions

Control
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Investors can expand on their portfolio capabilities to build, manage, and hedge exposures through our extensive beta toolkit.

Partnership
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We function as an extension of investors’ staff to consult, advise, guide, design, and implement their desired exposures.

Flexibility
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Clients can access exposure and riskmanagement needs in a cost-effective and transparent manner.
CAPS overview
Want a deeper dive into Parametric’s Cross-Asset Portfolio Solutions?
Download our brochure.

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More to explore
Consider New Ways to Invest Margin Cash and Capture Rising Yields


by Brian Barney, Managing Director, Institutional Portfolio Management and Trading; Chris Haskamp, Director, Investment Strategy, Government Securities
August 17, 2023
With Treasury yields on the rise, it’s time for institutions to reevaluate their cash positions. See the potentially improved efficiency of an overlay program.
What Is Overlay? A Look at Four Common Applications

by Antony Motl, Portfolio Manager
August 14, 2023
Can an overlay program help investors increase expected return and reduce tracking error relative to a targeted policy allocation? In this paper we delve into the most common overlay components to explore how such a framework allows for seamless integration with investment staff, underlying investment managers, and other stakeholders.
Enhancing Overlay Collateral Efficiency

by James Thorson, Portfolio Manager
July 31, 2023
Is there a more capital-efficient way to participate in a futures overlay program than posting cash? We explore how Treasury securities can come to the rescue.