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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
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 | |
|---|---|---|---|---|---|---|---|
3201
Calix
CALX
$2.34B
| $226K | ﹤0.01% |
37,955
+13,384
| +54% | +$81K |
2013 Q2
18 quarters
|
|
3202
Caesarstone
CSTE
$93.4M
| $226K | ﹤0.01% |
10,254
-29,283
| -74% | -$752K |
2016 Q2
6 quarters
|
|
3203
Chiron Real Estate Inc
XRN
$415M
| $226K | ﹤0.01% |
5,507
-432
| -7% | -$19.3K |
2016 Q4
4 quarters
|
|
3204
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.40% Cumulative Preferred Share of
PSA.PRB
| $226K | ﹤0.01% |
8,814
-1,567
| -15% | -$40.6K |
2016 Q4
4 quarters
|
|
|
PHIIK
3205
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $226K | ﹤0.01% |
19,497
-1,572
| -7% | -$18.7K |
2013 Q2
18 quarters
|
|
|
SIGM
3206
DELISTED
Sigma Designs Inc
SIGM
| $223K | ﹤0.01% |
32,114
+3,508
| +12% | +$22K |
2013 Q2
18 quarters
|
|
|
GBL
3207
DELISTED
GAMCO Investors, Inc.
GBL
| $222K | ﹤0.01% |
7,482
-208
| -3% | -$6.08K |
2017 Q2
2 quarters
|
|
3208
John Hancock Financial Opportunities Fund
BTO
$714M
| $221K | ﹤0.01% |
+5,613
| New | +$210K |
2017 Q4
0 quarters
|
|
3209
TransAlta
TAC
$4B
| $221K | ﹤0.01% |
37,095
+4,253
| +13% | +$25.3K |
2014 Q2
14 quarters
|
|
3210
Standard BioTools
LAB
$258M
| $220K | ﹤0.01% |
37,269
-705
| -2% | -$3.86K |
2017 Q2
2 quarters
|
|
3211
Accuray
ARAY
$20.8M
| $219K | ﹤0.01% |
51,013
-212,776
| -81% | -$977K |
2013 Q2
18 quarters
|
|
3212
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
| $218K | ﹤0.01% |
8,627
-1,416
| -14% | -$36.3K |
2015 Q4
8 quarters
|
|
|
IPLDP
3213
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
| $217K | ﹤0.01% |
8,537
-1,465
| -15% | -$37.5K |
2015 Q4
8 quarters
|
|
3214
Tactile Systems Technology
TCMD
$528M
| $216K | ﹤0.01% |
7,439
-63,711
| -90% | -$1.85M |
2017 Q2
2 quarters
|
|
3215
FB Financial Corp
FBK
$2.55B
| $215K | ﹤0.01% |
+5,117
| New | +$208K |
2017 Q4
0 quarters
|
|
3216
Grupo Aeroportuario Centro Norte
OMAB
$4.41B
| $215K | ﹤0.01% |
+5,182
| New | +$212K |
2017 Q4
0 quarters
|
|
|
ADSW
3217
DELISTED
Advanced Disposal Services Inc
ADSW
| $214K | ﹤0.01% |
+8,951
| New | +$212K |
2017 Q4
0 quarters
|
|
3218
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.67B
| $213K | ﹤0.01% |
4,374
-10,035
| -70% | -$491K |
2016 Q1
7 quarters
|
|
3219
West Bancorporation
WTBA
$493M
| $211K | ﹤0.01% |
+8,392
| New | +$212K |
2017 Q4
0 quarters
|
|
|
WAAS
3220
DELISTED
AquaVenture Holdings Limited
WAAS
| $211K | ﹤0.01% |
+13,587
| New | +$195K |
2017 Q4
0 quarters
|
|
3221
Dime Commercial Bancshares
DCOM
$1.71B
| $210K | ﹤0.01% |
+5,997
| New | +$209K |
2017 Q4
0 quarters
|
|
3222
Schwab US Mid-Cap ETF
SCHM
$14.6B
| $210K | ﹤0.01% |
+11,808
| New | +$204K |
2017 Q4
0 quarters
|
|
|
NEOS
3223
DELISTED
Neos Therapeutics, Inc
NEOS
| $210K | ﹤0.01% |
20,560
+9,074
| +79% | +$87.1K |
2017 Q3
1 quarter
|
|
|
SNNA
3224
DELISTED
Sienna Biopharmaceuticals, Inc.
SNNA
| $210K | ﹤0.01% |
+11,596
| New | +$245K |
2017 Q4
0 quarters
|
|
3225
Invesco Senior Loan ETF
BKLN
$6.28B
| $209K | ﹤0.01% |
9,054
-1,102
| -11% | -$25.4K |
2015 Q3
9 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.