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Enhanced Income Core

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.

Strategy Goals

The Parametric Enhanced Income Core strategy is a separate account offering consisting of a diversified portfolio of closed-end funds and ETFs. The objective of the strategy is to provide a high level of current income, with capital appreciation as a secondary objective. The strategy seeks to enhance diversification and reduce risk by employing a series of proprietary rankings and filters. A tax-advantaged version, which utilizes municipal bonds and tax-managed equities, is available for taxable investors.

Investment Philosophy

 

Diversification

 

  • Diversifying risks by asset class, security and fund manager may help to improve income stability.
  • Maintaining broad exposure across asset classes helps to create opportunities to exploit evolving sentiment in the CEF market.

 

Selection

 

  • Filtering helps to generate a sensible investable universe, omitting the most concentrated, leveraged, illiquid and unseasoned funds.
  • Systematic ranking of CEFs produces a consistent framework for selecting funds most aligned with the income mandate.

 

Execution

 

  • Liquidity-aware allocations and sensitivity to turnover limit implementation slippage.
  • Liquidity focused in-house trading team seeks to minimize trading impact.

Enhanced Income Core is offered by Parametric Investment & Overlay Strategies.  For additional information please visit the Disclosure page.

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Income Strategies

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