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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
EGO icon
3376
Eldorado Gold
EGO
$9.45B
– –
-9,185
Closed -$101K –
ESGD icon
3377
iShares ESG Aware MSCI EAFE ETF
ESGD
$11.9B
– –
-15,611
Closed -$1.03M –
EWZ icon
3378
iShares MSCI Brazil ETF
EWZ
$11.6B
– –
-6,596
Closed -$275K –
FOR icon
3379
Forestar Group
FOR
$1.31B
– –
-100,248
Closed -$1.72M –
GNE icon
3380
Genie Energy
GNE
$440M
– –
-12,622
Closed -$83K –
HBNC icon
3381
Horizon Bancorp
HBNC
$992M
– –
-16,410
Closed -$319K –
HCKT icon
3382
Hackett Group
HCKT
$290M
– –
-16,574
Closed -$252K –
IAG icon
3383
IAMGOLD
IAG
$10.1B
– –
-70,539
Closed -$430K –
IAU icon
3384
iShares Gold Trust
IAU
$61.9B
– –
-15,182
Closed -$374K –
IGA icon
3385
Voya Global Advantage and Premium Opportunity Fund
IGA
$155M
– –
-10,306
Closed -$119K –
IYR icon
3386
iShares US Real Estate ETF
IYR
$4.16B
– –
-5,600
Closed -$447K –
JELD icon
3387
JELD-WEN Holding
JELD
$118M
– –
-29,629
Closed -$1.05M –
JKS icon
3388
JinkoSolar
JKS
$438M
– –
-19,294
Closed -$481K –
KWEB icon
3389
KraneShares CSI China Internet ETF
KWEB
$4.48B
– –
-6,374
Closed -$363K –
LEE icon
3390
Lee Enterprises
LEE
$150M
– –
-1,354
Closed -$30K –
LFCR icon
3391
Lifecore Biomedical
LFCR
$244M
– –
-74,746
Closed -$968K –
LILA icon
3392
Liberty Latin America Class A
LILA
$1.62B
– –
-17,078
Closed -$260K –
LOGI icon
3393
Logitech
LOGI
$15.1B
– –
-5,833
Closed -$213K –
MCHI icon
3394
iShares MSCI China ETF
MCHI
$5.91B
– –
-11,098
Closed -$700K –
MCRB icon
3395
Seres Therapeutics
MCRB
$25.4M
– –
-1,362
Closed -$437K –
NCSM icon
3396
DELISTED
NCS Multistage Holdings
NCSM
– –
-442
Closed -$213K –
NGD
3397
DELISTED
New Gold Inc
NGD
– –
-12,982
Closed -$48K –
NRO icon
3398
Neuberger Real Estate Securities Income Fund Inc
NRO
$159M
– –
-51,546
Closed -$276K –
OKTA icon
3399
Okta
OKTA
$36.5B
– –
-39,531
Closed -$1.11M –
PBPB icon
3400
DELISTED
Potbelly
PBPB
– –
-44,685
Closed -$554K –
134 135
136
137 138

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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.