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Whitepaper

Systematic Tax-Loss Harvesting in Laddered Bond Portfolios

June 23, 2022
For more than 10 years, Parametric’s fixed income team has been building customized laddered municipal and corporate bond portfolios. While the array of options continues to broaden with the growth of ESG investing, tax-loss harvesting remains one of the most frequently selected customizations.

Systematic TLH is designed to provide investors with a meaningful way to enhance performance by offsetting taxes on realized gains, thereby helping investors stay more fully invested and generate larger compounded returns.

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Dan Codreanu, CFA

Director, Fixed Income Portfolio Management and Quantitative Research

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Issac Kuo, CFA, CPA

Managing Director, Portfolio Management and Head of Quantitative Research

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