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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
PDS icon
3401
Precision Drilling
PDS
$1.05B
– –
-1,090
Closed -$68K –
PFIG icon
3402
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$128M
– –
-10,473
Closed -$269K –
SCE.PRJ
3403
DELISTED
SCE TRUST IV 5.375% Fixed-to-Floating Rate Trust Preference Securities
SCE.PRJ
– –
-7,709
Closed -$209K –
SCE.PRK
3404
DELISTED
SCE TRUST V
SCE.PRK
– –
-12,146
Closed -$339K –
SGRY icon
3405
Surgery Partners
SGRY
$1.93B
– –
-18,828
Closed -$195K –
SNDX icon
3406
Syndax Pharmaceuticals
SNDX
$1.22B
– –
-34,310
Closed -$401K –
SPCB icon
3407
SuperCom
SPCB
$58.3M
– –
-826
Closed -$578K –
STN icon
3408
Stantec
STN
$7.78B
– –
-14,292
Closed -$397K –
TGTX icon
3409
TG Therapeutics
TGTX
$8.57B
– –
-85,622
Closed -$1.01M –
TRIB
3410
Trinity Biotech
TRIB
$6.45M
– –
-1,534
Closed -$1.29M –
TRVG icon
3411
trivago
TRVG
$282M
– –
-8,265
Closed -$448K –
UTI icon
3412
Universal Technical Institute
UTI
$1.13B
– –
-11,507
Closed -$40K –
VCYT icon
3413
Veracyte
VCYT
$3.57B
– –
-87,036
Closed -$763K –
VLRS icon
3414
Controladora Vuela Compania de Aviacion
VLRS
$689M
– –
-31,149
Closed -$370K –
WKHS icon
3415
Workhorse Group
WKHS
$31.7M
– –
-4
Closed -$32K –
WOW icon
3416
DELISTED
WideOpenWest
WOW
– –
-55,804
Closed -$842K –
ARQ icon
3417
Arq
ARQ
$80.8M
– –
-45,501
Closed -$499K –
CMBT icon
3418
CMB.TECH NV
CMBT
$5.2B
– –
-11,520
Closed -$93K –
XIFR icon
3419
XPLR Infrastructure LP
XIFR
$926M
– –
-11,753
Closed -$474K –
SCWX icon
3420
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
– –
-11,224
Closed -$139K –
LUMO icon
3421
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
– –
-6,012
Closed -$551K –
MCBC icon
3422
DELISTED
Macatawa Bank Corp
MCBC
– –
-15,593
Closed -$160K –
FSD
3423
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
– –
-10,453
Closed -$178K –
ATCO
3424
DELISTED
Atlas Corp.
ATCO
– –
-15,534
Closed -$110K –
CYBE
3425
DELISTED
Cyberoptics Corp
CYBE
– –
-10,148
Closed -$165K –
135 136
137
138 139

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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.