We are live on
!
Find out more
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
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
|
+$99.8M |
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 | |
|---|---|---|---|---|---|---|---|
|
BOJA
3176
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $240K | ﹤0.01% |
+20,329
| New | +$257K |
2017 Q4
0 quarters
|
|
3177
Allstate Corp 5.100% Fixed-To-Floating Rate Subordinated Debentures due 2053
ALL.PRB
$514M
| $239K | ﹤0.01% |
+9,124
| New | +$243K |
2017 Q4
0 quarters
|
|
|
AFH
3178
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $239K | ﹤0.01% |
11,649
+97
| +0.8% | +$1.88K |
2017 Q2
2 quarters
|
|
3179
iShares Core Dividend Growth ETF
DGRO
$44B
| $238K | ﹤0.01% |
+6,840
| New | +$231K |
2017 Q4
0 quarters
|
|
3180
KKR Income Opportunities Fund
KIO
$408M
| $238K | ﹤0.01% |
14,836
-19,662
| -57% | -$325K |
2017 Q2
2 quarters
|
|
3181
Pure Cycle
PCYO
$266M
| $238K | ﹤0.01% |
28,528
-264
| -0.9% | -$1.99K |
2017 Q1
3 quarters
|
|
3182
Scorpio Tankers
STNG
$4.12B
| $238K | ﹤0.01% |
7,814
-26,645
| -77% | -$896K |
2013 Q2
18 quarters
|
|
|
RZA
3183
DELISTED
REINSURANCE GROUP OF AMERICA, INCORPORATED 6.20% Fixed-To-Floating Rate Subordinated Debentures due 2042
RZA
| $236K | ﹤0.01% |
8,564
-1,077
| -11% | -$30.3K |
2017 Q3
1 quarter
|
|
3184
Sierra Bancorp
BSRR
$515M
| $235K | ﹤0.01% |
+8,839
| New | +$237K |
2017 Q4
0 quarters
|
|
|
BLMT
3185
DELISTED
BSB Bancorp, Inc.
BLMT
| $235K | ﹤0.01% |
8,042
-139
| -2% | -$4.22K |
2016 Q4
4 quarters
|
|
3186
DELISTED
Bazaarvoice, Inc.
BV
| $235K | ﹤0.01% |
43,186
-168,582
| -80% | -$850K |
2016 Q1
7 quarters
|
|
3187
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
| $234K | ﹤0.01% |
9,280
-1,346
| -13% | -$34.2K |
2015 Q4
8 quarters
|
|
3188
LSI Industries
LYTS
$754M
| $233K | ﹤0.01% |
33,812
-4,591
| -12% | -$31K |
2013 Q2
18 quarters
|
|
3189
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
| $233K | ﹤0.01% |
9,331
-1,457
| -14% | -$36.7K |
2015 Q4
8 quarters
|
|
|
BCR
3190
DELISTED
CR Bard Inc.
BCR
| $233K | ﹤0.01% |
704
-183,155
| -100% | -$60.5M |
2013 Q2
18 quarters
|
|
3191
Rithm Property Trust
RPT
$83.5M
| $232K | ﹤0.01% |
2,895
+130
| +5% | +$10.7K |
2015 Q4
8 quarters
|
|
|
FSB
3192
DELISTED
Franklin Financial Network, Inc.
FSB
| $232K | ﹤0.01% |
+6,813
| New | +$233K |
2017 Q4
0 quarters
|
|
|
NTL
3193
DELISTED
Nortel Invesora 1/20 Ser B Shr
NTL
| $232K | ﹤0.01% |
+4,556
| New | +$199K |
2017 Q4
0 quarters
|
|
3194
Fortress Biotech
FBIO
$62.4M
| $231K | ﹤0.01% |
3,865
-44
| -1% | -$2.59K |
2014 Q3
13 quarters
|
|
3195
Fifth Third Bancorp Depositary Shares 6.625% Fixed-to-Floating Rate Preferred Stock Series I
FITB.PRI
$458M
| $230K | ﹤0.01% |
8,054
-1,540
| -16% | -$44.8K |
2017 Q3
1 quarter
|
|
|
ZYNE
3196
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
| $230K | ﹤0.01% |
+18,402
| New | +$211K |
2017 Q4
0 quarters
|
|
|
MYOK
3197
DELISTED
MyoKardia, Inc. Common Stock
MYOK
| $230K | ﹤0.01% |
5,454
-23,602
| -81% | -$910K |
2017 Q3
1 quarter
|
|
|
ROS
3198
DELISTED
ROSTELEKOM
ROS
| $230K | ﹤0.01% |
+35,535
| New | +$230K |
2017 Q4
0 quarters
|
|
3199
BRC Group Holdings
RILY
$186M
| $227K | ﹤0.01% |
+12,517
| New | +$219K |
2017 Q4
0 quarters
|
|
|
LAYN
3200
DELISTED
Layne Christensen Co
LAYN
| $227K | ﹤0.01% |
18,121
-24,646
| -58% | -$316K |
2013 Q2
18 quarters
|
|
Similar funds
SCC
BAM
ACI
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.