Parametric

Investment Strategies

Our observations and experience lead to an investment approach we call engineered portfolio solutions. Parametric portfolio managers act as investment engineers, working in a team-based environment to create portfolios with explicit risk and return targets, continually measuring and managing the impact of relevant costs. Parametric strategies are, at their roots, disciplined and rules-based. They evolve slowly and don’t require repeated tactical insights into valuations or market direction.

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> Custom Beta

Portfolios designed to provide broad asset class exposure, managed to dozens of standard indexes and hundreds of custom allocations, with tax management being a central tenet of customization.

Custom CoreTM
Centralized Portfolio Management
TIPS/Treasuries/ETFs 

> Custom Overlay

Derivatives strategies designed to adjust portfolio exposures while maintaining underlying fund holdings.

PIOS® (Policy Implementation Overlay Services)
 -Currency Management
 -Cash Securitization
 -Rebalancing
Liability Driven Investing

 

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> Systematic Global Macro

A modern approach to the global macro strategy that seeks to deliver diversifying returns to institutional separate accounts without the usual drawbacks of absolute return strategies.

Systematic Global Macro

> Systematic Alpha

Strategies designed to outperform relevant indexes with lower volatility through diversification and rebalancing.

Emerging Markets
Emerging Markets Core
Emerging Markets Small Cap
International Equity
Commodity

> Volatility Risk Premium

Strategies designed to access alternative sources of return and risk reduction.

Defensive Equity
Global Defensive Equity
Liquid Alternative
DeltaShift

> Systematic Income

Strategies designed to deliver additional income while still providing diversification.

Dividend Income
Enhanced Income Core
Energy MLP

> Alternatives