Portfolio Solutions | Parametric Portfolio
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Solutions

Our strategies apply scientific rigor and in-depth research to measure and manage risk with a sharp focus on controlling costs. All share the same DNA: they are systematic, which means no market views or tactical bets; they leverage our expertise in implementation; and they are consultative having been built through our consistent experience with clients.

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Solution
Portfolio Construction and Management
January 0001
Parametric’s portfolio construction & management solutions help investors better implement their investment objectives while considering costs and efficiency.
/solutions/portfolio-construction-and-management
Solution
Portfolio Construction
January 0001
Investors are increasingly considering the environmental or social impact of companies. At Parametric, we specialize in implementing the investor’s vision rather than imposing our own views. Explore how we build portfolios that balance responsible investing and return objectives.
Equities|Responsible Investing|
Wealth Manager|Individual Investor|
/solutions/better-beta/responsible-investing/portfolio-construction
Solution
Volatility Risk Premium Strategies
January 0001
Parametric’s VRP strategies aim to provide a significant and persistent source of return without the use of leverage or market forecasts. They do so by harvesting the "Volatility Risk Premium" - a well-researched phenomenon based on the discrepancy between the implied and realized volatility of equity index options.
Volatility Management|
Institutional Investor|
/solutions/non-traditional-alpha/volatility-risk-premium
Solution
The VRP Suite
January 0001
/solutions/non-traditional-alpha/volatility-risk-premium/overview-of-vrp/the-vrp-suite
Solution
Transition Analysis Explorer
January 0001
Parametric’s Transition Analysis Explorer helps you illustrate the balancing act between tracking error and the deferral of gains to your investors.
Video|
/solutions/better-beta/custom-core/transition-analysis-explorer
Solution
Systematic Alternative Risk Premia
January 0001
Our Systematic Alternative Risk Premia strategy is designed to capture carry, value and momentum risk premia across fixed income, equities, currencies and commodities through a rules-based approach.
Alternatives|
Institutional Investor|
/solutions/non-traditional-alpha/systematic-alternative-risk-premia
Solution
Efficient Implementation
January 0001
/solutions/efficient-implementation
Solution
TIPS/Treasuries/ETFs
January 0001
We help investors achieve their specific investment objectives by providing tailored management of fixed income exposures.
Fixed Income|
Institutional Investor|Consultant|
/solutions/efficient-implementation/tips-treasuries-etfs
Solution
Responsible Investing
January 0001
Investors are increasingly considering the environmental or social impact of companies. At Parametric, we specialize in implementing the investor’s vision rather than imposing our own views. Explore how we build portfolios that balance responsible investing and return objectives.
Equities|
Wealth Manager|Individual Investor|
/solutions/better-beta/responsible-investing
Solution
ESG Screen Analyzer
January 0001
Parametric's ESG Screen Analyzer makes it easy to compare the impact of screens and restrictions. Now you can evaluate how characteristics, including tracking error and percent of market cap excluded, shift as your clients express their views.
Video|
/solutions/better-beta/custom-core/esg-screen-analyzer
Solution
Brian Langstraat on WealthTrack
January 0001
On this excerpt from WealthTrack, hear Brian Langstraat, Parametric CEO, talk about the science of loss harvesting and how it can have a meaningful after-tax impact for your clients.
Video|
/solutions/better-beta/custom-core/brian-langstraat-wealthtrack
Solution
What is the VRP
January 0001
/solutions/non-traditional-alpha/volatility-risk-premium/overview-of-vrp/what-is-the-vrp
Solution
Benchmark Builder
January 0001
With Parametric Benchmark Builder you can now blend equity exposures. Create an exposure as unique as your client needs, including how they can reap significant benefits.
Video|
/solutions/better-beta/custom-core/benchmark-builder
Solution
Risk-Managed Put Selling (RPS)
January 0001
Our Risk Managed Put Selling strategy is designed to generate returns that are less correlated to Fixed Income assets while generate returns when equity markets are up, flat, or moderately down while limiting downside risk to 5%.
Volatility Management|
Wealth Manager|Individual Investor|
/solutions/non-traditional-alpha/volatility-risk-premium/risk-managed-put-selling
Solution
Capturing the VRP
January 0001
/solutions/non-traditional-alpha/volatility-risk-premium/overview-of-vrp/capturing-the-vrp
Solution
Advisor Center Accounts
January 0001
Unleash the Power of Custom Core™ to Better Engage with Clients. Explore portfolio performance, realized gain/loss, and tax benefits.
Video|
/solutions/better-beta/custom-core/advisor-center-accounts
Solution
Volatility Risk Premium Solutions Overview
January 0001
/solutions/non-traditional-alpha/volatility-risk-premium/overview-of-vrp
Solution
DeltaShift
January 0001
Our DeltaShift Strategy is a managed call-option writing program that seeks to enhance total return and reduce volatility in an equity portfolio without needing to adjust holdings or allocations. It offers a beta of 0.9.
Volatility Management|
Wealth Manager|Individual Investor|
/solutions/non-traditional-alpha/volatility-risk-premium/deltashift
Solution
Low Volatility Equity
January 0001
Our Low Volatility Equity strategy seeks to outperform the S&P 500® Index over a full market cycle with less volatility while capturing VRP. It offers a beta of 0.75.
Volatility Management|
/solutions/non-traditional-alpha/volatility-risk-premium/low-volatility-equity
Solution
Commodity
January 0001
Our Commodity strategy seeks to avoid the concentrations that occur in mainstream commodity indexes by investing broadly across commodity types and rebalancing to capture a premium.
Alternatives|
Wealth Manager|Institutional Investor|Individual Investor|Consultant|
/solutions/non-traditional-alpha/commodity
Solution
International Equity
January 0001
Our International Equity strategy is designed to provide all-cap exposure to countries with the potential to outperform the index with less volatility and a focus on low beta securities. By systematically rebalancing at the country and sector level, we seek to capture a premium.
Equities|
Institutional Investor|Consultant|
/solutions/non-traditional-alpha/international-equity
Solution
Better Beta
January 0001
/solutions/better-beta
Solution
Factor Investing
January 0001
Factors, including size, value, momentum, quality, low volatility, and dividend yield can provide additional return opportunities but can also introduce unintended sector bets. Learn more about Parametric’s flexible approach to factor investing.
Better Beta|
Wealth Manager|Individual Investor|
/solutions/better-beta/factor-investing
Solution
Partner with Parametric
January 0001
/solutions/non-traditional-alpha/volatility-risk-premium/overview-of-vrp/partner-with-parametric
Solution
VRP in Action
January 0001
/solutions/non-traditional-alpha/volatility-risk-premium/overview-of-vrp/vrp-in-action
Solution
Active Ownership
January 0001
Investors are increasingly considering the environmental or social impact of companies. At Parametric, we specialize in implementing the investor’s vision rather than imposing our own views. Explore how we build portfolios that balance responsible investing and return objectives.
Equities|
Wealth Manager|Individual Investor|
/solutions/better-beta/responsible-investing/active-ownership
Solution
Global Defensive Equity Strategy
January 0001
Our Defensive Equity strategies aim to deliver comparable long term returns and lower volatility as compared to their respective indexes with more predictable outcomes than traditional low volatility strategies. It offers a beta of 0.5.
Volatility Management|
Institutional Investor|
/solutions/non-traditional-alpha/volatility-risk-premium/global-defensive-equity
Solution
Tax Management
January 0001
Tax management is more than just harvesting losses, even though many firms stop there. Our continuous tax management process optimizes for tax-efficiency and risk-related improvements. Read more about Parametric’s tax management capabilities.
Equities|
Wealth Manager|Individual Investor|
/solutions/better-beta/tax-management
Solution
Portfolio Lab
January 0001
The Portfolio Lab helps advisors and their clients explore the flexibility and efficiency of Parametric’s tax-managed investment solutions.
Video|
/solutions/better-beta/custom-core/portfolio-lab
Solution
Defensive Equity Strategy
January 0001
Our Defensive Equity (DE) Strategy offers liquid access to an alternative risk premia that is uncorrelated with traditional asset classes while helping diversify overall portfolio risk. It seeks to structurally reduce equity market risk, while adding a relatively uncorrelated risk premium to enhance returns.
Volatility Management|Non-Traditional Alpha|
Institutional Investor|Consultant|
/solutions/non-traditional-alpha/volatility-risk-premium/defensive-equity
Solution
Defensive Equity Strategy for Advisors
January 0001
Our Defensive Equity (DE) Strategy offers liquid access to an alternative risk premia that is uncorrelated with traditional asset classes while helping diversify overall portfolio risk. It seeks to structurally reduce equity market risk, while adding a relatively uncorrelated risk premium to enhance returns.
Volatility Management|Non-Traditional Alpha|
Institutional Investor|Consultant|
/solutions/non-traditional-alpha/volatility-risk-premium/defensive-equity-for-wealth-managers
Solution
Policy Implementation Overlay Services
January 0001
Our Policy Implementation Overlay Services (PIOS) solution is a comprehensive, custom overlay that seeks to efficiently achieve an investor’s policy objectives related to exposure management and securitizations while helping minimize transaction costs.
Portfolio Construction and Management|
Institutional Investor|
/solutions/efficient-implementation/policy-implementation-overlay-services
Solution
Energy MLP
January 0001
Our Energy MLP strategy aims to efficiently deliver the risk and return of the Alerian MLP Index in a tax-sensitive manner by investing in 10 of the most prominent energy master limited partnerships (MLPs).
Income Strategies|
Individual Investor|Wealth Manager|
/solutions/non-traditional-alpha/energy-mlp
Solution
Enhanced Income Core
January 0001
Our Enhanced Income Core strategy seeks to provide a high level of current income, with capital appreciation as a secondary objective while enhancing diversification and reducing risk by employing a series of proprietary rankings and filters. Also available in a tax-advantaged version.
Income Strategies|
Wealth Manager|Individual Investor|
/solutions/non-traditional-alpha/enhanced-income-core
Solution
Dynamic Put Selling
January 0001
Our Dynamic Put Selling Strategy is an absolute return strategy that captures VRP through the sale of fully collateralized equity index options. It offers a beta of 0.1.
Volatility Management|
Institutional Investor|
/solutions/non-traditional-alpha/volatility-risk-premium/dynamic-put-selling
Solution
Non-Traditional Alpha
January 0001
/solutions/non-traditional-alpha
Solution
Liability Driven Investing (LDI)
January 0001
Our Liability-Driven Investing (LDI) solutions seeks to simplify the process for plan sponsors by implementing glide path or de-risking programs.
Fixed Income|
Institutional Investor|
/solutions/efficient-implementation/liability-driven-investing
Solution
Centralized Portfolio Management
January 0001
Our Centralized Portfolio Management (CPM) process seeks to simplify and enhance investment implementation. In addition to implementation efficiency, the CPM process allows for truly customized tax management, restrictions management and asset class rebalancing.
Portfolio Construction and Management|
Wealth Manager|Individual Investor|
/solutions/efficient-implementation/centralized-portfolio-management
Solution
Custom Core
January 0001
Custom Core is a separately managed account (SMA) you can customize to achieve the precise market exposure your clients seek. They gain the consistent performance and diversification of index-based vehicles in a flexible, personalized portfolio.
Better Beta|
Wealth Manager|Individual Investor|
/solutions/better-beta/custom-core
Solution
Tax Alpha Simulator
January 0001
Parametric Tax Alpha Simulator allows you to answer the questions: How much can I expect in losses? How much can they improve my after-tax return?
Video|
/solutions/better-beta/custom-core/tax-alpha-simulator
Solution
Liquid Alternative
January 0001
Our Liquid Alternative strategy is designed to systematically capture VRP using a transparent and rules-based investment process without the use of leverage. It offers a beta of 0.3, comparable to many hedge funds.
Volatility Management|
Institutional Investor|
/solutions/non-traditional-alpha/volatility-risk-premium/liquid-alternative
Solution
Advisor Center
January 0001
Unleash the Power of Custom Core™ to Better Engage with Clients. Run and save investment scenarios, request analyses, print fact sheets and enrich client conversations.
Video|
/solutions/better-beta/custom-core/advisor-center
Solution
Emerging Markets Strategy
January 0001
Our Emerging Markets strategy is designed to provide all-cap exposure to countries with the potential to outperform the index with less volatility. By systematically rebalancing at the country level, we seek to capture a premium.
Equities|
Institutional Investor|Consultant|
/solutions/non-traditional-alpha/emerging-markets
Solution
Dividend Income
January 0001
Our Dividend Income strategy seeks to build a diversified portfolio of durable dividend payers in order to provide a steady source of dividend income while outperforming the NASDAQ Dividend Achievers Select index on a total return basis.
Income Strategies|
Wealth Manager|Individual Investor|
/solutions/non-traditional-alpha/dividend-income

Better Beta

Custom Separately Managed Accounts

Tax-Management

Responsible Investing

Factor Investing

Efficient Implementation

Overlay Services

Customized Exposure Management

Equity Unified Managed Accounts

Non-Traditional Alpha

Systematic Alpha

Systematic Income

Volatility Risk Premium

Systematic Alternative Risk Premia

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