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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
PLPM
3451
DELISTED
Planet Payment, Inc
PLPM
– –
-21,107
Closed -$91K –
OME
3452
DELISTED
Omega Protein
OME
– –
-303,098
Closed -$5.05M –
CCV.CL
3453
DELISTED
Comcast Corporation
CCV.CL
– –
-15,422
Closed -$394K –
TESO
3454
DELISTED
Tesco Corp
TESO
– –
-262,522
Closed -$1.43M –
PMC
3455
DELISTED
PharMerica Corporation
PMC
– –
-87,400
Closed -$2.56M –
JPM.PRD.CL icon
3456
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
– –
-11,168
Closed -$283K –
VALE.P icon
3457
DELISTED
Vale S A
VALE.P
– –
-158,139
Closed -$1.48M –
VWR
3458
DELISTED
VWR Corporation
VWR
– –
-135,800
Closed -$4.5M –
FNFV
3459
DELISTED
Fidelity Natl Financial, Inc.
FNFV
– –
-217,718
Closed -$3.73M –
EXA
3460
DELISTED
EXA Corporation
EXA
– –
-82,548
Closed -$2M –
ABCO
3461
DELISTED
Advisory Board Co
ABCO
– –
-155,074
Closed -$8.32M –
LMOS
3462
DELISTED
Lumos Networks Corp
LMOS
– –
-77,417
Closed -$1.39M –
BRCD
3463
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-1,286,043
Closed -$15.4M –
AFSD
3464
DELISTED
AFLAC Inc
AFSD
– –
-18,772
Closed -$475K –
RICE
3465
DELISTED
Rice Energy Inc.
RICE
– –
-129,169
Closed -$3.74M –
RATE icon
3466
DELISTED
Bankrate Inc
RATE
– –
-84,155
Closed -$1.17M –
CEMP
3467
DELISTED
Cempra, Inc.
CEMP
– –
-27,842
Closed -$90K –
LVLT
3468
DELISTED
Level 3 Communications Inc
LVLT
– –
-603,749
Closed -$32.2M –
PCBK
3469
DELISTED
Pacific Continental Corp
PCBK
– –
-19,197
Closed -$517K –
LDR
3470
DELISTED
Landauer Inc
LDR
– –
-14,002
Closed -$942K –
SCLN
3471
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
– –
-180,436
Closed -$2.02M –
PKY
3472
DELISTED
Parkway, Inc.
PKY
– –
-41,100
Closed -$947K –
WSTC
3473
DELISTED
West Corporation
WSTC
– –
-109,488
Closed -$2.57M –
CACQ
3474
DELISTED
Caesars Acquisition Company
CACQ
– –
-79,985
Closed -$1.72M –
ATW
3475
DELISTED
Atwood Oceanics
ATW
– –
-726,435
Closed -$6.82M –
137 138
139
140 141

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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.