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Parametric Portfolio Associates

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
Cap. Flow
+$2.84B
Cap. Flow %
2.83%
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
IVV icon
iShares Core S&P 500 ETF
IVV
+$417M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$124M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$116M
4
WFC icon
Wells Fargo
WFC
+$115M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$99.8M

Top Sells

Rank Stock Value
1
GE icon
GE Aerospace
GE
+$71.9M
2
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$71.8M
3
BCR
CR Bard Inc.
BCR
+$60.5M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$49.3M
5
CVS icon
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
SN icon
3076
DELISTED
Sanchez Energy Corporation
SN
$314K ﹤0.01%
59,048
-32,976
-36% -$156K
2014 Q1
15 quarters
FHB icon
3077
First Hawaiian
FHB
$3.04B
$312K ﹤0.01%
10,685
+2,461
+30% +$72.1K
2016 Q4
4 quarters
XBI icon
3078
State Street SPDR S&P Biotech ETF
XBI
$9.54B
$311K ﹤0.01%
3,659
+606
+20% +$50.8K
2017 Q3
1 quarter
JPM.PRE.CL icon
3079
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
$309K ﹤0.01%
11,425
-1,930
-14% -$51.6K
2015 Q4
8 quarters
ATKR icon
3080
Atkore
ATKR
$3.21B
$307K ﹤0.01%
+14,311
New +$287K
2017 Q4
0 quarters
TTSH icon
3081
DELISTED
Tile Shop Holdings
TTSH
$304K ﹤0.01%
31,615
+1,519
+5% +$13.4K
2014 Q2
14 quarters
PKOH icon
3082
Park-Ohio Holdings
PKOH
$663M
$303K ﹤0.01%
+6,597
New +$295K
2017 Q4
0 quarters
TXMD icon
3083
TherapeuticsMD
TXMD
$22M
$302K ﹤0.01%
999
+349
+54% +$97.2K
2015 Q4
8 quarters
SIEN
3084
DELISTED
Sientra, Inc.
SIEN
$302K ﹤0.01%
2,147
-13
-0.6% -$1.89K
2015 Q1
11 quarters
FBM
3085
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$302K ﹤0.01%
20,436
-1
-0% -$14
2017 Q3
1 quarter
DSPG
3086
DELISTED
DSP Group Inc
DSPG
$301K ﹤0.01%
24,059
+390
+2% +$5.13K
2013 Q2
18 quarters
SCIJ
3087
DELISTED
Global X Scientific Beta Japan ETF
SCIJ
$300K ﹤0.01%
+9,462
New +$301K
2017 Q4
0 quarters
BETR icon
3088
DELISTED
Amplify Snack Brands, Inc.
BETR
$300K ﹤0.01%
25,014
+4,980
+25% +$35.8K
2016 Q1
7 quarters
NVEC icon
3089
NVE Corp
NVEC
$480M
$299K ﹤0.01%
3,479
+587
+20% +$49.3K
2017 Q1
3 quarters
VOE icon
3090
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$299K ﹤0.01%
2,683
-403
-13% -$43.6K
2015 Q4
8 quarters
SNHNI
3091
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
$298K ﹤0.01%
11,787
-1,835
-13% -$46.2K
2015 Q4
8 quarters
FRBK
3092
DELISTED
Republic First Bancorp Inc
FRBK
$296K ﹤0.01%
34,972
+15,562
+80% +$143K
2016 Q2
6 quarters
PSA.PRA.CL icon
3093
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.875% Cumulative Preferred Share of
PSA.PRA.CL
$295K ﹤0.01%
11,133
-1,692
-13% -$45.3K
2017 Q2
2 quarters
MS.PRF icon
3094
Morgan Stanley Series F Preferred Stock
MS.PRF
$824K
$294K ﹤0.01%
10,323
+742
+8% +$21.4K
2016 Q4
4 quarters
TEI icon
3095
Templeton Emerging Markets Income Fund
TEI
$293M
$291K ﹤0.01%
26,087
-1,628
-6% -$18.7K
2017 Q2
2 quarters
CLDR
3096
DELISTED
Cloudera, Inc.
CLDR
$291K ﹤0.01%
+17,608
New +$283K
2017 Q4
0 quarters
NXEO
3097
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$291K ﹤0.01%
32,025
+21,193
+196% +$167K
2017 Q3
1 quarter
FLY icon
3098
DELISTED
Fly Leasing Limited
FLY
$290K ﹤0.01%
22,494
+2,475
+12% +$33.9K
2013 Q2
18 quarters
KODK icon
3099
Kodak
KODK
$866M
$289K ﹤0.01%
93,165
+20,932
+29% +$96.8K
2016 Q1
7 quarters
SCIX
3100
DELISTED
Global X Scientific Beta Asia ex-Japan ETF
SCIX
$289K ﹤0.01%
+11,144
New +$292K
2017 Q4
0 quarters
122 123
124
125 126

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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.