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Parametric Portfolio Associates Portfolio holdings
AUM
$190B
Turnover
10.22%
1-Year Est. Return
18.52%
This Fund
S&P 500
This Quarter Est. Return
+6.55%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$100B
AUM Growth
+$8.17B
(+8.9%)
Cap. Flow
+$2.84B
Cap. Flow % of AUM
Cap. Flow %
2.83%
Top 10 Holdings %
Top 10 Hldgs %
14.86%
Holding
4,211
New
173
Increased
2,323
Reduced
1,382
Closed
308
Avg Time Held
Equity + Options
3.1
years
Top 10 Avg Time Held
Equity + Options
3.1
years
Top 20 Avg Time Held
Equity + Options
2.5
years
Avg Time Held Equity only
3.1
years
Top 10 Avg Time Held Equity only
3.1
years
Top 20 Avg Time Held Equity only
2.5
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$417M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$124M |
| 3 |
Vanguard S&P 500 ETF
VOO
|
+$116M |
| 4 |
Wells Fargo
WFC
|
+$115M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$100M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$71.9M |
| 2 |
iShares Russell 1000 Growth ETF
IWF
|
+$71.8M |
| 3 |
BCR
CR Bard Inc.
BCR
|
+$60.5M |
| 4 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$49.3M |
| 5 |
CVS Health
CVS
|
+$42.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 15.59% |
| 2 | Miscellaneous | 14.63% |
| 3 | Technology | 13.44% |
| 4 | Healthcare | 11.33% |
| 5 | Industrials | 9.08% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
COBZ
3051
DELISTED
CoBiz Financial,Inc
COBZ
| $338K | ﹤0.01% |
16,925
+111
| +0.7% | +$2.25K |
2013 Q2
18 quarters
|
|
|
DTJ
3052
DELISTED
DTE Energy Company 2016 Series B 5.375% Junior Subordinated Debentures due 2076
DTJ
| $336K | ﹤0.01% |
13,187
-2,128
| -14% | -$54.5K |
2016 Q2
6 quarters
|
|
|
ENT
3053
DELISTED
Global Eagle Entertainment Inc.
ENT
| $336K | ﹤0.01% |
5,876
-2,921
| -33% | -$190K |
2015 Q3
9 quarters
|
|
3054
Cerus
CERS
$439M
| $335K | ﹤0.01% |
99,196
+31,440
| +46% | +$106K |
2014 Q3
13 quarters
|
|
3055
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $334K | ﹤0.01% |
107,406
-17,114
| -14% | -$62.3K |
2013 Q2
18 quarters
|
|
|
PGEM
3056
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $331K | ﹤0.01% |
17,918
-120
| -0.7% | -$2.08K |
2014 Q1
15 quarters
|
|
3057
DELISTED
Public Storage
PSA.PRD
| $329K | ﹤0.01% |
13,154
-1,925
| -13% | -$48.3K |
2016 Q4
4 quarters
|
|
3058
Cherry Hill Mortgage Investment Corp
CHMI
$92M
| $328K | ﹤0.01% |
18,240
+4,275
| +31% | +$78.3K |
2015 Q4
8 quarters
|
|
|
HIL
3059
DELISTED
Hill International, Inc. Common Stock
HIL
| $328K | ﹤0.01% |
60,250
-5,531
| -8% | -$29.2K |
2014 Q2
14 quarters
|
|
3060
QCR Holdings
QCRH
$1.62B
| $327K | ﹤0.01% |
7,638
-159
| -2% | -$7.26K |
2017 Q2
2 quarters
|
|
3061
iShares S&P Small-Cap 600 Growth ETF
IJT
$7.47B
| $325K | ﹤0.01% |
3,820
+804
| +27% | +$67.2K |
2017 Q1
3 quarters
|
|
|
TRK
3062
DELISTED
Speedway Motorsports, Inc.
TRK
| $325K | ﹤0.01% |
17,197
+6,359
| +59% | +$130K |
2017 Q3
1 quarter
|
|
|
JOBS
3063
DELISTED
51job Inc
JOBS
| $324K | ﹤0.01% |
5,332
+40
| +0.8% | +$2.45K |
2017 Q2
2 quarters
|
|
3064
DELISTED
Aerohive Networks
HIVE
| $324K | ﹤0.01% |
55,531
-163,995
| -75% | -$790K |
2016 Q4
4 quarters
|
|
|
AKH
3065
DELISTED
AIR France-KLM
AKH
| $324K | ﹤0.01% |
19,935
-952
| -5% | -$15.5K |
2015 Q4
8 quarters
|
|
|
UCFC
3066
DELISTED
United Community Financial Corp
UCFC
| $321K | ﹤0.01% |
35,177
+1,277
| +4% | +$12.1K |
2016 Q4
4 quarters
|
|
|
KEYW
3067
DELISTED
The KEYW Holding Corporation
KEYW
| $319K | ﹤0.01% |
54,387
-644
| -1% | -$4.03K |
2013 Q2
18 quarters
|
|
3068
iShare MSCI Eurozone ETF
EZU
$9.23B
| $318K | ﹤0.01% |
7,325
-361
| -5% | -$15.7K |
2017 Q3
1 quarter
|
|
3069
Mercer International
MERC
$12.7M
| $317K | ﹤0.01% |
22,151
+3,040
| +16% | +$41.7K |
2015 Q4
8 quarters
|
|
|
AVHI
3070
DELISTED
A V Homes, Inc.
AVHI
| $317K | ﹤0.01% |
19,012
-102
| -0.5% | -$1.75K |
2013 Q2
18 quarters
|
|
3071
DELISTED
Civitas Resources
CIVI
| $316K | ﹤0.01% |
+11,459
| New | +$359K |
2017 Q4
0 quarters
|
|
3072
Celestica
CLS
$38.3B
| $316K | ﹤0.01% |
30,197
-9,076
| -23% | -$100K |
2013 Q2
18 quarters
|
|
3073
DELISTED
Immunogen Inc
IMGN
| $316K | ﹤0.01% |
49,239
-139,769
| -74% | -$862K |
2016 Q3
5 quarters
|
|
|
IBA
3074
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $315K | ﹤0.01% |
5,504
+753
| +16% | +$44.7K |
2017 Q1
3 quarters
|
|
3075
CarGurus
CARG
$2.7B
| $314K | ﹤0.01% |
+10,474
| New | +$313K |
2017 Q4
0 quarters
|
|
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Parametric Portfolio Associates's Q4 2017 Portfolio in Review
As of Q4 2017, Parametric Portfolio Associates held 4,211 positions worth $100B, up 8.9% from $92.1B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Parametric Portfolio Associates's Q4 2017 filing shows 173 new, 2,323 increased, 1,382 reduced and 308 closed positions. Its largest new stake was Arcos Dorados Holdings: 1,731,459 shares worth $17.4M. The largest sale was GE Aerospace, an estimated $71.9M.
By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 15% a quarter earlier, followed by Miscellaneous and Technology.
- Parametric Portfolio Associates's largest Q4 2017 buy was Arcos Dorados Holdings: 1,731,459 shares worth $17.4M.
- Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2017, an estimated $417M increase.
- Parametric Portfolio Associates's biggest Q4 2017 reduction was GE Aerospace, cutting an estimated $71.9M.
- Parametric Portfolio Associates fully exited Level 3 Communications Inc in Q4 2017, selling an estimated $32.2M.
- Parametric Portfolio Associates's ten largest holdings make up 15% of its $100B portfolio in Q4 2017.
- Parametric Portfolio Associates opened 173 new positions and closed 308 in Q4 2017.
- Parametric Portfolio Associates's portfolio value rose 8.9% quarter-over-quarter to $100B.
Based on Parametric Portfolio Associates's 13F filing for Q4 2017, filed 14 Feb 2018.