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 | |
|---|---|---|---|---|---|---|---|
3276
Celldex Therapeutics
CLDX
$2.27B
| $144K | ﹤0.01% |
3,379
+1,542
| +84% | +$66.1K |
2013 Q2
18 quarters
|
|
3277
Marchex
MCHX
$54.1M
| $144K | ﹤0.01% |
44,697
+6,152
| +16% | +$19.7K |
2016 Q4
4 quarters
|
|
3278
DELISTED
NUVEEN INTERMEDIATE DURATION QUALITY MUNICIPAL TERM FUND
NIQ
| $144K | ﹤0.01% |
11,158
-19,066
| -63% | -$250K |
2017 Q2
2 quarters
|
|
3279
Royce Micro-Cap Trust
RMT
$696M
| $142K | ﹤0.01% |
15,052
-797
| -5% | -$7.43K |
2017 Q2
2 quarters
|
|
3280
DELISTED
Brightcove, Inc.
BCOV
| $142K | ﹤0.01% |
19,990
-9,925
| -33% | -$71.9K |
2016 Q4
4 quarters
|
|
|
CGI
3281
DELISTED
Celadon Group Inc
CGI
| $142K | ﹤0.01% |
22,197
-81,950
| -79% | -$540K |
2015 Q4
8 quarters
|
|
3282
Hallador Energy
HNRG
$599M
| $137K | ﹤0.01% |
22,437
+9,475
| +73% | +$53.4K |
2015 Q2
10 quarters
|
|
3283
Clean Energy Fuels
CLNE
$333M
| $136K | ﹤0.01% |
66,976
+24,329
| +57% | +$53.8K |
2014 Q3
13 quarters
|
|
|
SREV
3284
DELISTED
ServiceSource International, Inc.
SREV
| $134K | ﹤0.01% |
43,516
-25,536
| -37% | -$82.1K |
2013 Q2
18 quarters
|
|
3285
Iovance Biotherapeutics
IOVA
$6.67B
| $132K | ﹤0.01% |
16,527
+49
| +0.3% | +$393 |
2016 Q1
7 quarters
|
|
|
EMWP
3286
DELISTED
Eros Media World PLC
EMWP
| $131K | ﹤0.01% |
679
-946
| -58% | -$233K |
2014 Q4
12 quarters
|
|
|
EGC
3287
DELISTED
Energy XXI Gulf Coast, Inc. Common Stock
EGC
| $131K | ﹤0.01% |
22,805
-5,901
| -21% | -$41.6K |
2017 Q2
2 quarters
|
|
3288
Mitek Systems
MITK
$762M
| $127K | ﹤0.01% |
14,197
-7,233
| -34% | -$66K |
2017 Q2
2 quarters
|
|
3289
Codexis
CDXS
$149M
| $125K | ﹤0.01% |
14,925
+3,206
| +27% | +$22.2K |
2017 Q3
1 quarter
|
|
|
QUOT
3290
DELISTED
Quotient Technology Inc
QUOT
| $125K | ﹤0.01% |
10,601
-60,852
| -85% | -$844K |
2016 Q2
6 quarters
|
|
3291
DELISTED
Sapiens International
SPNS
| $123K | ﹤0.01% |
10,639
| – | – |
2014 Q3
13 quarters
|
|
|
VSLR
3292
DELISTED
VIVINT SOLAR, INC.
VSLR
| $120K | ﹤0.01% |
29,666
-75,536
| -72% | -$280K |
2016 Q2
6 quarters
|
|
|
MEET
3293
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $120K | ﹤0.01% |
42,602
+26,435
| +164% | +$78.6K |
2017 Q1
3 quarters
|
|
3294
El Pollo Loco
LOCO
$497M
| $117K | ﹤0.01% |
11,810
-23,643
| -67% | -$255K |
2015 Q3
9 quarters
|
|
3295
Navigator Holdings
NVGS
$1.35B
| $116K | ﹤0.01% |
11,751
| – | – |
2017 Q3
1 quarter
|
|
3296
Power Solutions International
PSIX
$1.17B
| $115K | ﹤0.01% |
15,339
| – | – |
2017 Q1
3 quarters
|
|
3297
DELISTED
Independence Contract Drilling, Inc.
ICD
| $114K | ﹤0.01% |
1,433
+527
| +58% | +$38.4K |
2017 Q2
2 quarters
|
|
|
SRGA
3298
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $114K | ﹤0.01% |
925
-34
| -4% | -$4.67K |
2013 Q2
18 quarters
|
|
|
RAS
3299
DELISTED
RAIT Financial Trust
RAS
| $111K | ﹤0.01% |
297,167
-56,715
| -16% | -$25.6K |
2013 Q2
18 quarters
|
|
|
RNWK
3300
DELISTED
RealNetworks Inc
RNWK
| $111K | ﹤0.01% |
32,447
-9,781
| -23% | -$42.7K |
2013 Q2
18 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.