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/-/media/Project/Parametric/Shared/Banners-and-Images/Educational-videos/Tax-Management-Strategies-for-Appreciated-Portfolios/taxmanagementstrategiesbanner2560x5002x.png
Page
Tax Management Strategies for Appreciated Portfolios
Parametric
February 25, 2021
Many investors today hold concentrated, appreciated positions. Diversifying to help reduce risk makes sense. But is there a way to do it without triggering a large capital gain realization?
Video|
Tax management|
Wealth manager|
Watch Now
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Page
Corporate Bond Market Insight
Parametric
February 9, 2021
Each month we recap the corporate bond market’s performance, delving into the numbers and offering forward-looking commentary. Click below for the latest edition.
Bond market insight|
Wealth manager|
Read Now
/-/media/Project/Parametric/Shared/Banners-and-Images/Papers/USA/2020/Bond-Insights/WMS-Market-Insight-Banner-Municipal-Final.jpg
Page
Municipal Bond Market Insight
Parametric
February 8, 2021
Each month we recap the muni bond market’s performance, delving into the numbers and offering forward-looking commentary. Click below for the latest edition.
Bond market insight|
Wealth manager|
Read Now
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Why Transitioning from Active to Passive Doesn’t Have to Be Taxing
Rey Santodomingo
CFA
Michael Kincheloe
CFA
February 3, 2021
When your active investments start to lag, should you keep your underperforming active manager or switch to an index-based ETF? Consider a third option: a tax-managed SMA.
Whitepaper|
Tax management|
Wealth manager|
READ NOW
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State Budgets and Crises: Notes for the Municipal Bond Investor
Evan Rourke
CFA
January 26, 2021
Between press headlines and political rhetoric, it’s easy for fixed income investors to get into a panic over state budgets. Find out why it’s better to remain calm.
Whitepaper|
Fixed Income|
Wealth manager|Institutional investor|
READ NOW
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Responsible Investing: Screens vs. Active Ownership
Parametric
January 4, 2021
Many ESG-minded investors only want “good” companies in their portfolios. But what if the only way to try to make “bad” companies better is to own them? This short video explains.
Video|
Responsible investing-SRI-ESG|
Wealth manager|
Watch Now
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A Malarkey-Free Analysis of the Impact of the Biden Tax Plan on Equity Investors
Andrew Subkoviak
CFA
December 4, 2020
Sweeping changes to the tax code in the new divided political environment are less likely—but not impossible. We look at what Joe Biden’s proposals mean for equity investors.
Whitepaper|
Tax management|
Wealth manager|
Read Now
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Page
When Is an SMA Better Than an ETF?
Parametric
December 1, 2020
For some investors seeking broad market exposure, an ETF does the trick. But ETFs are one-size-fits-all. This short video explains the differences between ETFs and SMAs and outlines the advantages a custom passive SMA can offer.
Video|
Tax management|
Wealth manager|
Watch Now
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Improving the Tax Management of Charitable Remainder Unitrusts
Bob Breshock
November 12, 2020
The holiday season is coming up, and charities need support from your clients this year more than ever. Find out how a charitable remainder trust can benefit both their favorite causes and their families.
Insight|
Tax management|
Wealth manager|
Read Now
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To Everything There Is a Season: The Four Stages of a Tax-Managed Custom Core™ Account
Paul Bouchey
CFA
October 26, 2020
Portfolio tax management: It's about a lot more than just tax loss harvesting. In this paper we show that there are other key opportunities to reduce tax exposure at every stage of a portfolio's life cycle.
Whitepaper|
Tax management|
Wealth manager|
Read Now
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Using ADRs to Build a Complete Global Custom Core Portfolio
Andrew Subkoviak
CFA
Galina Warner
October 20, 2020
Can passive investors reduce tracking error while seeking exposure in international markets? Learn about the power of a portfolio with emerging- and developed-market ADR coverage.
Whitepaper|
Tax management|Developed non-US|Emerging markets|
Wealth manager|
Read Now
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Page
Better Together: Custom Equity and Fixed Income SMAs
Parametric
October 20, 2020
Find out why our customized equity and fixed income SMAs are better together.
Brochure|
Fixed Income|Tax management|
Wealth manager|
READ NOW
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Factor Strategies Methodology
Parametric
October 9, 2020
Adding factor tilts is just one way for investors to build a portfolio as unique as they are. Get the facts on Parametric’s factor investing strategies.
Whitepaper|
Factors|
Wealth manager|
Read Now
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Page
Tax-Managed SMAs: Better Than ETFs?
Rey Santodomingo
CFA
Andrew Subkoviak
CFA
September 23, 2020
ETFs are popular among investors seeking market-like exposure—but are they the most beneficial? Find out why tax-managed SMAs might be better than ETFs.
Whitepaper|
Tax management|Responsible investing-SRI-ESG|Market activity|Emerging markets|
Wealth manager|Institutional investor|Consultant|
Read Now
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Using Options to Hedge Equity Portfolios
Kenneth Everding
PhD
September 22, 2020
Hedging is meant to help investors ease the impact of market decline—but how does it compare to the performance unhedged portfolios? Find out how hedging can reduce downside risk.
Whitepaper|
Emerging markets|Volatility|
Wealth manager|Institutional investor|
Read Now
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Custom Core: Raise the Bar
Parametric
August 14, 2020
Help your clients build the strong core essential to their investment strategy and go beyond just delivering performance.
Brochure|
Tax management|
Wealth manager|
Read Now
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Custom Equity and Fixed Income SMAs
Parametric
August 14, 2020
It’s all about choice: Conquer a variety of investor challenges with a suite of simple and scalable SMA solutions across equities and fixed income. Download our equity and laddered fixed income brochure to learn more.
Brochure|
Tax management|
Wealth manager|
READ NOW
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Laddered Fixed Income SMA
Parametric
August 14, 2020
Step up to a smarter approach: Offer your clients tax-advantaged core exposure to the municipal and corporate bond markets. Download our laddered fixed income brochure to learn more.
Brochure|
Fixed Income|Tax management|
Wealth manager|
READ NOW
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Page
Cross Asset Portfolio Solutions
Parametric
August 7, 2020
On-demand implementation made easy: Help your clients select the most efficient and flexible investment instruments for their portfolio. Download our Cross Asset Portfolio Solutions brochure to learn more.
Brochure|
Market activity|
Institutional investor|
Read Now
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Same Destination, Different Journey: A New Approach to Customized Fixed Income
Bernie Scozzafava
CFA
August 4, 2020
We’re taking a new approach to building a bond portfolio that’s all yours. Find out the details of our Custom Core Fixed Income strategy.
Whitepaper|
Tax management|
Wealth manager|
Read Now
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Page
Improving the Tax Management of Grantor-Retained Annuity Trusts
Bob Breshock
August 1, 2020
With the possibility of tax hikes on the horizon, find out if grantor-retained annuity trusts are right for your high-net-worth clients.
Insight|
Institutional investor|Wealth manager|
Read Now
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Page
A Taxing Dilemma: An Analysis of Liquidating ETFs in Favor of SMAs
Andrew Subkoviak
CFA
July 13, 2020
SMAs have become a popular alternative to ETFs—but are the potential tax implications of liquation worth it for investors with appreciated ETFs?
Whitepaper|
Tax management|
Wealth manager|
Read Now
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Page
LDI Is Everything: The Parametric Approach to Building Institutional Assets
David Phillips
CFA
July 7, 2020
Liability-driven investing helps institutional investors build the best asset pool to fund future payouts. Find out how our whole-plan approach delivers transparency and efficiency.
Whitepaper|
Market activity|Liability-driven investing|
Institutional investor|
Read Now
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Direct Indexing: It’s All About Customization
Brian Langstraat
CFA
June 3, 2020
It’s the term on many people’s lips these days. But, as Parametric CEO Brian Langstraat argues, there’s a better way to think about investing’s suddenly hot trend.
Insight|
Tax management|
Wealth manager|
Read Now
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Page
Panel: Capital Allocation in Complex Family Enterprises During a Crisis
Parametric
May 18, 2020
We sit down with three experts to discuss the challenges facing family offices during the COVID-19 pandemic.
Whitepaper|
Wealth manager|
READ NOW
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Page
Brian Langstraat on Investors First Podcast
Brian Langstraat
CFA
May 14, 2020
In the latest episode of CFA Society Orlando’s Investors First Podcast, CEO Brian Langstraat discusses direct indexing, tax-loss harvesting, factor investing, and more.
Podcast|
Tax management|
Wealth manager|
Listen Now
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Using Tax Alpha to Measure Tax Efficiency
Jennifer Sireklove
CFA
April 1, 2020
Most tax efficiency metrics only indicate an investor’s potential tax experience—not what their experience actually is. We explain how to get a better view.
Whitepaper|
Tax management|
Wealth manager|Institutional investor|
Read Now
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Benchmarking After-Tax Performance
Jennifer Sireklove
CFA
April 1, 2020
Taxable investors are right to be concerned with measuring performance on an after-tax basis. However, to put after-tax performance in perspective requires a benchmark, just as pre-tax performance measurement does. Yet, unlike pre-tax performance, after-tax performance is unique to each investor’s tax situation and asset flow patterns.
Whitepaper|
Tax management|
Wealth manager|Institutional investor|
Read Now
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Page
Investing Abroad: Weighing the Decision Between Foreign Ordinaries and ADRs
Jeremy Milleson
Rey Santodomingo
CFA
March 17, 2020
Investors have two ways to diversify their portfolios with international equities. We look at the pros and cons of both.
Whitepaper|
Emerging markets|Market activity|Tax management|
Wealth manager|Institutional investor|Consultant|
Read Now
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Wash Sales: Why They Happen and How We Minimize Their Impact
Jeremy Milleson
March 9, 2020
We try to avoid wash sales, but occasional circumstances make them unavoidable. Here’s what they mean for investor portfolios.
Whitepaper|
Tax management|Volatility|
Wealth manager|
Read Now
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Adapting to a Changing Municipal Landscape
Jim Evans, CFA
January 16, 2020
Do investors and advisors stand a chance in a rising interest rate environment? Yes. And a professionally managed laddered approach to municipal bonds may be the key to success.
Whitepaper|
Fixed Income|
Wealth manager|
Read Now
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Roll With the Punches of Rising Interest Rates
Tom Luster, CFA
Jim Evans, CFA
Jon Rocafort, CFA
January 1, 2020
Rising interest rates can cause performance drag. Adopting an equally weighted laddered bond portfolio structure may help investors roll with the punches without feeling the lasting effects.
Whitepaper|
Fixed Income|
Consultant|Wealth manager|
Read Now
/-/media/Project/Parametric/Shared/Banners-and-Images/Podcast/Bloomberg-Podcast/Bloomberg-Podcast_Banner_2650x500.jpg
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Is Direct Indexing Coming for the ETF?
Brian Langstraat
CFA
November 13, 2019
Parametric’s CEO, Brian Langstraat, sat down with the hosts of Bloomberg’s Trillions podcast to explain what direct indexing is, whom it’s for, and why it may not be the “ETF killer” some have called it.
Podcast|
Tax management|
Wealth manager|
Listen Now
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Parametric Enhanced Income Core
Alex Paulsen
November 11, 2019
Many investors are drawn to the closed-end fund universe as a source of income. In this paper we highlight how closed-end funds may lend themselves to this aim as well as some of the potential drawbacks. We also describe an investment process designed to efficiently capture a stable income stream from the closed-end fund universe.
Whitepaper|
US equity income|
Wealth manager|
Read Now
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Parametric International Equity: A Third Way of International Equity Investing
Tim Atwill
PhD, CFA
May 31, 2019
The Parametric International Equity Strategy is designed to efficiently capture the long-term growth of this asset class while avoiding both the return risks of active management and the concentration risks of mainstream international equity indexes. Parametric’s approach to asset management incorporates the ideas of equal weighting, systematic rebalancing, and diversified economic sectors within countries. This paper outlines the details of our strategy, including our efforts to deemphasize those securities most correlated with global markets.
Whitepaper|
Developed non-US|
Wealth manager|
Read Now
/-/media/Project/Parametric/Shared/Banners-and-Images/Papers/USA/2019/Paper-Emerging-Markets-Regions-Banner_2650x500.jpg
Page
Same Kettle, Different Fish: The Limited Impact of Regions on Emerging Market Country Returns
Tim Atwill
PhD, CFA
May 17, 2019
Are emerging market countries in the same region more highly correlated than with their counterparts in other regions? No, and here’s why.
Whitepaper|
Emerging markets|
Institutional investor|Wealth manager|
Read Now
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Page
Evil Twins: Commodity Prices and the Strength of the US Dollar
Tim Atwill
PhD, CFA
May 14, 2019
When the US dollar is strong, commodity prices in general tend to fall. Why? And is it true at the individual commodity level too?
Whitepaper|
Commodities|
Wealth manager|Institutional investor|Consultant|
Read Now
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Out, Damned Spot: Why Commodity Spot Returns Are Illusory
Tim Atwill
PhD, CFA
May 14, 2019
One of our biggest pet peeves is the media’s tendency to use spot-price returns to report how commodity investors are losing money—even as commodity prices rise. This assumption is simply wrong—we show you why.
Commodities|
Read Now
/-/media/Project/Parametric/Shared/Banners-and-Images/Papers/USA/2019/Construction-Issues-in-Emerging-Market-Small-Cap-Indexes/Paper-Construction-Issues-in-Emerging-Market-Small-Cap-Indexes-2019-Banner_2650x500.jpg
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Construction Issues in Emerging Market Small Cap Indexes
Tim Atwill
PhD, CFA
May 6, 2019
Looking for exposure to emerging market small-cap equities? It turns out that different indexes define small in different ways—and that has big implications for investors.
Whitepaper|
Emerging markets|
Institutional investor|Wealth manager|
Read Now
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The Parametric Emerging Markets Strategy: A Third Way of Emerging Markets Investing
Tim Atwill
PhD, CFA
May 6, 2019
More and more investors want exposure to emerging market equities. This paper outlines Parametric’s approach to this volatile yet valuable asset class.
Whitepaper|
Emerging markets|
Institutional investor|Wealth manager|
Read Now
/-/media/Project/Parametric/Shared/Banners-and-Images/Papers/USA/2018/Why-Invest-International-Banner_2650x500.jpg
Page
Why Invest in International Equities?
Tim Atwill
PhD, CFA
May 1, 2019
Why many investors have a home-country bias. And what they risk missing out on as a result.
Whitepaper|
Developed non-US|
Institutional investor|Wealth manager|
Read Now
/-/media/Project/Parametric/Shared/Banners-and-Images/Papers/USA/2017/EMDownsideDontPanic.jpg
Page
Don’t Panic: Why Downside Protection Is So Powerful for Emerging Market Investments
Tim Atwill
PhD, CFA
April 29, 2019
Emerging markets equities are risky, with elevated levels of political, currency and liquidity risk. Did you know that they also routinely experience large drawdowns? Every calendar year since 2001, this market drop has exceeded 10% even in strongly bullish years. Now that is volatility!
Whitepaper|
Emerging markets|
Institutional investor|Consultant|Wealth manager|
Read Now
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Page
Currency Hedging in the Emerging Markets: All Pain, No Gain
Tim Atwill
PhD, CFA
April 10, 2019
Can you hedge against emerging market currency risk? Yes—although it’s not easy to do so. But here’s the real question: Should you?
Whitepaper|
Emerging markets|Developed non-US|
Institutional investor|Wealth manager|Consultant|
Read Now
/-/media/Project/Parametric/Shared/Banners-and-Images/Products/Solutions-Banners/Equities-Solutions-Banner.jpg
Page
Enough Is Enough: Why We Cap Country Exposure in Our Emerging Markets Strategy
Tim Atwill
PhD, CFA
April 1, 2019
Should you cap your exposure to China? We think so. We argue that the growing concentrations in many emerging markets indexes do not make a great deal of sense. Learn more about why we believe in maintaining country weight caps.
Whitepaper|
Emerging markets|
Institutional investor|Wealth manager|
Read Now
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The Importance of Country Allocation: Developed Versus Emerging Markets
Tim Atwill
PhD, CFA
March 31, 2019
When you invest in international equities, which is the more important consideration—country or industry? The answer, as always, is in the data.
Whitepaper|
Emerging markets|Developed non-US|
Institutional investor|Wealth manager|Consultant|
Read Now
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Page
Tax Alpha or the Science of Tax Management
Jennifer Sireklove
CFA
March 7, 2019
This brief is intended to help investors understand how Parametric’s tax management works and the conditions under which it can produce improvements in after-tax performance across a diverse set of investor objectives.
Whitepaper|
Tax management|
Wealth manager|
Read Now
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Rebalancing Through an Overlay Strategy During Periods of Volatility
Jan Mowbray
CFA
February 7, 2019
Periods of high volatility create opportunities for investors to add value through portfolio rebalancing. How can institutional investors implement a strategy that provides for discipline and responsiveness?
Whitepaper|
Overlay|Volatility|
Institutional investor|Consultant|
Read Now
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The Role of the LDI Completion Manager
Tom Lee
CFA
December 13, 2018
Many plan sponsors have decided to pursue a liability-driven investing (LDI) approach to managing pension assets—that is, managing the assets of the fund in concert with its liabilities. This paper looks at the value an LDI completion manager can play in the process.
Whitepaper|
Overlay|
Institutional investor|
Read Now
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Parametric Responsible Investing
Jennifer Sireklove
CFA
December 5, 2018
What's Parametric's approach to responsible investing? In this short paper we outline the ways we can help investors achieve two sets of goals.
Whitepaper|
Responsible investing-SRI-ESG|
Institutional investor|Wealth manager|
Read Now
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Page
Responsible Investing: What’s the Difference Between Screens and Integration?
Jennifer Sireklove
CFA
October 15, 2018
Socially responsible investors have two portfolio-construction techniques to choose from. How do they differ, and which may be right for you?
Whitepaper|
Responsible investing-SRI-ESG|
Wealth manager|
Read Now
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Tax-Management Strategies for Appreciated Portfolios
Martha Strebinger
CFA
August 31, 2018
When you have positions with large embedded gains and few if any positions that are candidates for loss harvesting, tax-management techniques can appear to no longer offer material benefit. But that isn't game over. We look at four options to help investors navigate their tax situation.
Whitepaper|
Tax management|
Wealth manager|
Read Now
/-/media/Project/Parametric/Shared/Banners-and-Images/Papers/USA/2018/Parametric-Fossil-Free-Investing-Banner_2650x500.jpg
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Fossil-Free Investing
Jennifer Sireklove
CFA
August 22, 2018
The rationale for fossil-fuel divestment ranges from simply avoiding companies with objectionable activities to attempting to positively impact the environment or send a political message to making an active call on the future of companies that own fossil-fuel reserves. Yet most investors are similarly concerned about the potential impact of this decision on a portfolio’s risk and return. In this brief we explain some of the implementation considerations of our approaches to help investors decide what best suits their needs.
Whitepaper|
Responsible investing-SRI-ESG|
Institutional investor|Wealth manager|
Read Now
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Page
From Anomaly to Strategy: A Brief History of Factor Investing
Martha Strebinger
CFA
July 31, 2018
Factors have radically transformed the way investors build and manage portfolios. How did we get here? In this paper we look at some of the more important milestones in factor theory and why controversy about their very nature persists.
Whitepaper|
Factors|
Wealth manager|
Read Now
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Page
Using Emerging-Market ADRs in a Custom Core® Portfolio
Martha Strebinger
CFA
June 21, 2018
One way many of our Custom Core clients gain exposure to foreign securities is via an American Depository Receipt (ADR), which allows for ease of access to companies listed on foreign exchanges. This has proved beneficial for investors in developed markets. But what if you seek exposure to emerging markets? In this paper, we analyze the pitfalls and the opportunities.
Whitepaper|
Emerging markets|Tax management|
Institutional investor|Wealth manager|
Read Now
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Completion Portfolio Management: Using Completion Overlays and Sleeves to Enhance Portfolio Flexibility
Paul Bouchey
CFA
May 1, 2018
Did you know completion managers can implement completion overlays or sleeves to mitigate or actively manage otherwise unmanaged portfolio risks and tilts? This may increase return expectations through a more optimal allocation of capital.
Whitepaper|
Overlay|
Wealth manager|Institutional investor|
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Guide to Parametric Responsible Investing Strategies
Parametric
April 6, 2018
Parametric offers a series of index-based responsible investing strategies: ESG, Fossil Free, Catholic Values, and Shariah Compliant. These strategies are designed as an expedient way to access commonly requested responsible investing themes, and complement our full suite of customization tools. In this brief we describe each strategy in turn, as well as some alternative options.
Brochure|
Responsible investing-SRI-ESG|
Wealth manager|
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A Simple Guide to Tracking Error
Rey Santodomingo
CFA
March 20, 2018
Tracking error offers more than a simple measurement of portfolio versus benchmark performance. We explain how it should be used to establish benchmark-relative performance expectations and the differences between realized versus predicted tracking error.
Whitepaper|
US equity income|
Wealth manager|
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A Third Way of Commodity Investing
Tim Atwill
Ph.D., CFA
March 1, 2018
Over the past two decades, commodity investments have moved from the exotic to the commonplace in investors’ portfolios. In conversations with clients, we find such allocations are typically implemented for two overarching reasons.
Whitepaper|
Commodities|
Wealth manager|Institutional investor|Consultant|
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Parametric Volatility Risk Premium Solutions
Parametric
June 21, 2017
Our Volatility Risk Premium (VRP) strategies aim to provide a significant and persistent source of return without the use of leverage or market forecasts by harvesting the VRP.
Brochure|
Volatility|
Institutional investor|
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