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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
BHBK
3126
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$270K ﹤0.01%
13,451
+1,402
+12% +$28.9K
2017 Q2
2 quarters
AGFS
3127
DELISTED
AgroFresh Solutions Inc
AGFS
$269K ﹤0.01%
36,303
+958
+3% +$6.07K
2016 Q4
4 quarters
EHIC
3128
DELISTED
eHi Car Services Limited
EHIC
$269K ﹤0.01%
23,252
+3,984
+21% +$44.5K
2017 Q2
2 quarters
VHT icon
3129
Vanguard Health Care ETF
VHT
$19.8B
$268K ﹤0.01%
1,741
+421
+32% +$64.6K
2017 Q2
2 quarters
SAFE icon
3130
DELISTED
Safehold Inc.
SAFE
$268K ﹤0.01%
+15,202
New +$276K
2017 Q4
0 quarters
TSC
3131
DELISTED
TriState Capital Holdings, Inc.
TSC
$266K ﹤0.01%
11,549
+19
+0.2% +$442
2015 Q4
8 quarters
FXO icon
3132
First Trust Financials AlphaDEX Fund
FXO
$1.06B
$261K ﹤0.01%
8,321
-1,845
-18% -$56.5K
2015 Q2
10 quarters
PBCTP
3133
DELISTED
People's United Financial, Inc. Perpetual Preferred Series A Fixed-to-floating Rate
PBCTP
$261K ﹤0.01%
+9,231
New +$252K
2017 Q4
0 quarters
GOGO icon
3134
Gogo Inc
GOGO
$289M
$260K ﹤0.01%
23,048
-65
-0.3% -$692
2016 Q3
5 quarters
PPT icon
3135
Franklin Premier Income Trust
PPT
$314M
$260K ﹤0.01%
48,816
+31,813
+187% +$168K
2017 Q2
2 quarters
MLR icon
3136
Miller Industries
MLR
$584M
$257K ﹤0.01%
9,965
+407
+4% +$11K
2017 Q2
2 quarters
JAG
3137
DELISTED
Jagged Peak Energy Inc.
JAG
$257K ﹤0.01%
+16,307
New +$236K
2017 Q4
0 quarters
WACLY
3138
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
$257K ﹤0.01%
1,632
-1,713
-51% -$270K
2016 Q4
4 quarters
ALP.PRQ
3139
DELISTED
Alabama Power Co 5.00% Class A Preferred Stock
ALP.PRQ
$256K ﹤0.01%
9,638
-1,515
-14% -$39.7K
2017 Q3
1 quarter
VPG icon
3140
Vishay Precision Group
VPG
$805M
$255K ﹤0.01%
10,159
+303
+3% +$7.66K
2017 Q2
2 quarters
CSBK
3141
DELISTED
Clifton Bancorp Inc.
CSBK
$255K ﹤0.01%
14,898
-18,377
-55% -$312K
2014 Q4
12 quarters
VB icon
3142
Vanguard Morningstar Small-Cap ETF
VB
$76.9B
$254K ﹤0.01%
+1,716
New +$248K
2017 Q4
0 quarters
BAC.PRC icon
3143
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1,000th interest in a share of
BAC.PRC
$253K ﹤0.01%
+9,231
New +$249K
2017 Q4
0 quarters
FTK icon
3144
Flotek Industries
FTK
$871M
$252K ﹤0.01%
9,005
+1,045
+13% +$29.8K
2013 Q2
18 quarters
FTS icon
3145
Fortis
FTS
$28.5B
$252K ﹤0.01%
6,859
-5,552
-45% -$205K
2016 Q4
4 quarters
TNK icon
3146
Teekay Tankers
TNK
$3.36B
$251K ﹤0.01%
22,414
+5,117
+30% +$62.9K
2013 Q2
18 quarters
SFE
3147
DELISTED
Safeguard Scientifics, Inc.
SFE
$251K ﹤0.01%
22,370
-4,195
-16% -$53.7K
2014 Q3
13 quarters
EUFN icon
3148
iShares MSCI Europe Financials ETF
EUFN
$3.65B
$250K ﹤0.01%
+10,740
New +$248K
2017 Q4
0 quarters
WFC.PRX icon
3149
DELISTED
Wells Fargo & Company Depositary Shares, each representing a 1/1,000th interest in a share of Non-Cu
WFC.PRX
$250K ﹤0.01%
9,796
-1,366
-12% -$35K
2016 Q4
4 quarters
COF.PRF icon
3150
DELISTED
Capital One Financial Corporation
COF.PRF
$250K ﹤0.01%
9,231
-1,431
-13% -$38.6K
2015 Q4
8 quarters
124 125
126
127 128

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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.