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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
HMTV
3426
DELISTED
Hemisphere Media Group, Inc.
HMTV
– –
-13,228
Closed -$158K –
LUB
3427
DELISTED
Luby's Inc.
LUB
– –
-23,101
Closed -$61K –
NXR
3428
DELISTED
NUVEEN ELECT TAX-FREE INC 3
NXR
– –
-12,851
Closed -$195K –
XLRN
3429
DELISTED
Acceleron Pharma
XLRN
– –
-27,672
Closed -$1.03M –
XONE icon
3430
DELISTED
The ExOne Company
XONE
– –
-10,593
Closed -$120K –
DUKH icon
3431
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
– –
-11,631
Closed -$296K –
JE
3432
DELISTED
Just Energy Group Inc
JE
– –
-1,047
Closed -$201K –
PJH
3433
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.75% Junior Subordinated Notes due 2052
PJH
– –
-12,386
Closed -$317K –
SDRL icon
3434
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-59
Closed -$6K –
AXS.PRD.CL icon
3435
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
– –
-8,123
Closed -$204K –
ONCE
3436
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
– –
-16,226
Closed -$1.45M –
FCSC
3437
DELISTED
Fibrocell Science Inc.
FCSC
– –
-9,652
Closed -$148K –
PCMI
3438
DELISTED
PCM, Inc
PCMI
– –
-13,923
Closed -$195K –
CMTA
3439
DELISTED
Clementia Pharmaceuticals Inc.
CMTA
– –
-20,018
Closed -$338K –
EEQ
3440
DELISTED
Enbridge Energy Management Llc
EEQ
– –
-36,021
Closed -$495K –
RSYS
3441
DELISTED
Radisys Corp
RSYS
– –
-33,037
Closed -$45K –
CORI
3442
DELISTED
Corium International, Inc.
CORI
– –
-11,213
Closed -$124K –
WFC.PRJ.CL icon
3443
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
– –
-26,166
Closed -$667K –
JASO
3444
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-66,077
Closed -$504K –
CAFD
3445
DELISTED
8point3 Energy Partners LP
CAFD
– –
-26,521
Closed -$399K –
WG
3446
DELISTED
Willbros Group
WG
– –
-12,459
Closed -$40K –
WAC
3447
DELISTED
Walter Investment Mgt Corp
WAC
– –
-45,137
Closed -$27K –
GLBL icon
3448
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
– –
-133,167
Closed -$633K –
GIMO
3449
DELISTED
Gigamon Inc.
GIMO
– –
-54,840
Closed -$2.31M –
RT
3450
DELISTED
Ruby Tuesday Georgia
RT
– –
-374,277
Closed -$801K –
136 137
138
139 140

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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.