We are live on
!
Find out more
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
(+8.9%)
Cap. Flow
+$2.84B
Cap. Flow
% of AUM
2.83%
Top 10 Holdings %
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 |
iShares Core S&P 500 ETF
IVV
|
+$417M |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$124M |
| 3 |
Vanguard S&P 500 ETF
VOO
|
+$116M |
| 4 |
Wells Fargo
WFC
|
+$115M |
| 5 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$99.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GE Aerospace
GE
|
+$71.9M |
| 2 |
iShares Russell 1000 Growth ETF
IWF
|
+$71.8M |
| 3 |
BCR
CR Bard Inc.
BCR
|
+$60.5M |
| 4 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$49.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|---|
3226
Gladstone Investment Corp
GAIN
$610M
| $209K | ﹤0.01% |
18,692
-31
| -0.2% | -$328 |
2014 Q4
12 quarters
|
|
3227
Home Bancorp
HBCP
$518M
| $207K | ﹤0.01% |
+4,785
| New | +$202K |
2017 Q4
0 quarters
|
|
3228
KVH Industries
KVHI
$109M
| $207K | ﹤0.01% |
19,955
+263
| +1% | +$2.93K |
2013 Q3
17 quarters
|
|
3229
DELISTED
Diamond Hill
DHIL
| $206K | ﹤0.01% |
+996
| New | +$210K |
2017 Q4
0 quarters
|
|
3230
DELISTED
Golden Entertainment
GDEN
| $206K | ﹤0.01% |
+6,313
| New | +$187K |
2017 Q4
0 quarters
|
|
3231
MasterCraft Boat Holdings
MCFT
$485M
| $206K | ﹤0.01% |
+9,258
| New | +$209K |
2017 Q4
0 quarters
|
|
|
PZN
3232
DELISTED
Pzena Investment Management, Inc. Class A
PZN
| $206K | ﹤0.01% |
19,317
-235
| -1% | -$2.64K |
2013 Q2
18 quarters
|
|
3233
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
| $206K | ﹤0.01% |
7,716
-1,279
| -14% | -$34.3K |
2015 Q4
8 quarters
|
|
3234
Cytokinetics
CYTK
$8.89B
| $205K | ﹤0.01% |
25,205
-11,882
| -32% | -$135K |
2014 Q4
12 quarters
|
|
3235
Smart Sand
SND
$215M
| $205K | ﹤0.01% |
23,625
-74,552
| -76% | -$578K |
2016 Q4
4 quarters
|
|
3236
Workiva
WK
$4.2B
| $204K | ﹤0.01% |
+9,551
| New | +$210K |
2017 Q4
0 quarters
|
|
|
RST
3237
DELISTED
ROSETTA STONE INC
RST
| $204K | ﹤0.01% |
+16,358
| New | +$183K |
2017 Q4
0 quarters
|
|
3238
Allient
ALNT
$1.65B
| $203K | ﹤0.01% |
+9,221
| New | +$187K |
2017 Q4
0 quarters
|
|
3239
Hurco Companies Inc
HURC
$135M
| $202K | ﹤0.01% |
4,780
-28
| -0.6% | -$1.22K |
2017 Q3
1 quarter
|
|
3240
Invesco S&P 500 Low Volatility ETF
SPLV
$7.18B
| $202K | ﹤0.01% |
+4,241
| New | +$200K |
2017 Q4
0 quarters
|
|
|
PETX
3241
DELISTED
Aratana Therapeutics, Inc.
PETX
| $201K | ﹤0.01% |
38,296
+7,311
| +24% | +$44.7K |
2015 Q4
8 quarters
|
|
|
VDTH
3242
DELISTED
Videocon d2h Limited
VDTH
| $201K | ﹤0.01% |
21,181
+210
| +1% | +$1.86K |
2016 Q1
7 quarters
|
|
|
ATE
3243
DELISTED
Advantest Corp
ATE
| $200K | ﹤0.01% |
10,844
-690
| -6% | -$12.7K |
2013 Q2
18 quarters
|
|
3244
First Northwest Bancorp
FNWB
$91.6M
| $199K | ﹤0.01% |
12,234
-41
| -0.3% | -$702 |
2016 Q3
5 quarters
|
|
3245
Kopin
KOPN
$688M
| $199K | ﹤0.01% |
62,177
+6,243
| +11% | +$21.5K |
2014 Q3
13 quarters
|
|
3246
Acadian Asset Management
AAMI
$3.29B
| $198K | ﹤0.01% |
11,822
+1,628
| +16% | +$25.8K |
2016 Q1
7 quarters
|
|
3247
Ceragon Networks
CRNT
$184M
| $197K | ﹤0.01% |
99,461
+21,385
| +27% | +$42.1K |
2016 Q3
5 quarters
|
|
3248
AtriCure
ATRC
$2.94B
| $196K | ﹤0.01% |
10,738
-29,462
| -73% | -$583K |
2016 Q4
4 quarters
|
|
|
PAK
3249
DELISTED
Global X MSCI Pakistan ETF
PAK
| $196K | ﹤0.01% |
+3,950
| New | +$216K |
2017 Q4
0 quarters
|
|
3250
Saba Capital Income & Opportunities Fund
BRW
$301M
| $195K | ﹤0.01% |
+19,206
| New | +$197K |
2017 Q4
0 quarters
|
|
Similar funds
SCC
BAM
ACI
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.