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.

A trusted duciary with client-aligned interests section background image

A trusted fiduciary with client-aligned interests

Seasoned investment professionals who are fluent in our services and strategies service our CAPS clients. These professionals provide access to key research and strategy experts based on clients’ unique needs and objectives.

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:

Implementing a rules-based approach

Parametric’s philosophy is to provide a transparent, risk-controlled framework to increase portfolio efficiency and streamline management without the
introduction of active management risks.

Customizing and tailoring solutions

CAPS allow investors to create custom derivative, equity, or fixed income portfolios while addressing liquidity management, rebalancing, portfolio leverage,
and portable alpha.

Acting as an extension of your staff

Parametric can serve as an extension of your staff, offering guidance, expertise, and cost-effectiveness.

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.