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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
PMBC
3251
DELISTED
Pacific Mercantile Bancorp
PMBC
$184K ﹤0.01%
20,992
-1,652
-7% -$15.2K
2016 Q4
4 quarters
CCO
3252
DELISTED
Clear Channel Outdoor Holdings
CCO
$182K ﹤0.01%
39,650
-1,847
-4% -$7.92K
2013 Q2
18 quarters
KTWO icon
3253
DELISTED
K2M Group Holdings, Inc
KTWO
$181K ﹤0.01%
+10,044
New +$191K
2017 Q4
0 quarters
ALTO icon
3254
Alto Ingredients
ALTO
$275M
$180K ﹤0.01%
39,501
-210,281
-84% -$997K
2014 Q2
14 quarters
CHRS icon
3255
Coherus Oncology
CHRS
$159M
$176K ﹤0.01%
+19,950
New +$214K
2017 Q4
0 quarters
EGIO icon
3256
DELISTED
Edgio, Inc. Common Stock
EGIO
$176K ﹤0.01%
997
+656
+192% +$130K
2014 Q3
13 quarters
ONDK
3257
DELISTED
On Deck Capital, Inc.
ONDK
$176K ﹤0.01%
30,603
+698
+2% +$3.58K
2016 Q2
6 quarters
AREX
3258
DELISTED
Approach Resources Inc.
AREX
$175K ﹤0.01%
58,964
+6,478
+12% +$16K
2014 Q4
12 quarters
INSY
3259
DELISTED
Insys Therapeutics, Inc.
INSY
$170K ﹤0.01%
+17,678
New +$116K
2017 Q4
0 quarters
STML
3260
DELISTED
Stemline Therapeutics, Inc.
STML
$169K ﹤0.01%
+10,846
New +$145K
2017 Q4
0 quarters
FLNT icon
3261
Fluent
FLNT
$86.3M
$168K ﹤0.01%
6,377
-454
-7% -$12.1K
2017 Q1
3 quarters
MLNT
3262
DELISTED
Melinta Therapeutics, Inc. Common Stock
MLNT
$168K ﹤0.01%
+2,128
New +$157K
2017 Q4
0 quarters
DEX
3263
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$166K ﹤0.01%
13,678
-3,997
-23% -$47.4K
2017 Q2
2 quarters
SMS
3264
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$165K ﹤0.01%
13,589
-759
-5% -$9.22K
2017 Q1
3 quarters
OCUL icon
3265
Ocular Therapeutix
OCUL
$1.53B
$164K ﹤0.01%
36,898
-13,321
-27% -$68K
2016 Q4
4 quarters
AXIA.PR
3266
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$159K ﹤0.01%
29,496
+1,692
+6% +$9.52K
2016 Q4
4 quarters
ACHN
3267
DELISTED
Achillion Pharmaceuticals
ACHN
$159K ﹤0.01%
55,229
-16,697
-23% -$60.7K
2013 Q4
16 quarters
CWCO icon
3268
Consolidated Water Co
CWCO
$458M
$158K ﹤0.01%
12,532
+97
+0.8% +$1.23K
2017 Q1
3 quarters
AMRC icon
3269
Ameresco
AMRC
$1.08B
$157K ﹤0.01%
18,205
-111
-0.6% -$921
2014 Q1
15 quarters
SCTL
3270
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$157K ﹤0.01%
18,919
+602
+3% +$4.94K
2017 Q3
1 quarter
MR
3271
DELISTED
Montage Resources Corporation Common Stock
MR
$153K ﹤0.01%
4,242
-9,312
-69% -$336K
2015 Q2
10 quarters
GLDD icon
3272
DELISTED
Great Lakes Dredge & Dock
GLDD
$152K ﹤0.01%
28,160
-224,122
-89% -$1.14M
2013 Q2
18 quarters
CRD.B icon
3273
Crawford & Co Class B
CRD.B
$557M
$149K ﹤0.01%
15,509
-69,056
-82% -$732K
2013 Q2
18 quarters
MRT icon
3274
DELISTED
MedEquities Realty Trust, Inc.
MRT
$147K ﹤0.01%
13,109
-28,528
-69% -$323K
2016 Q4
4 quarters
ANGI icon
3275
Angi Inc
ANGI
$260M
$145K ﹤0.01%
1,388
-34
-2% -$3.94K
2016 Q3
5 quarters
129 130
131
132 133

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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.