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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 | |
|---|---|---|---|---|---|---|---|
|
GCAP
3301
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $105K | ﹤0.01% |
+10,503
| New | +$75.3K |
2017 Q4
0 quarters
|
|
|
ARAV
3302
DELISTED
Aravive, Inc. Common Stock
ARAV
| $103K | ﹤0.01% |
7,811
+5,826
| +294% | +$75K |
2016 Q1
7 quarters
|
|
3303
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $101K | ﹤0.01% |
+11,554
| New | +$102K |
2017 Q4
0 quarters
|
|
3304
Lindblad Expeditions
LIND
$2.32B
| $99K | ﹤0.01% |
+10,158
| New | +$106K |
2017 Q4
0 quarters
|
|
|
NYRT
3305
DELISTED
New York REIT, Inc.
NYRT
| $99K | ﹤0.01% |
2,519
-1,283
| -34% | -$82.4K |
2014 Q3
13 quarters
|
|
3306
Townsquare Media
TSQ
$70.9M
| $98K | ﹤0.01% |
12,762
-6,511
| -34% | -$57.1K |
2016 Q2
6 quarters
|
|
|
FSAM
3307
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
| $98K | ﹤0.01% |
74,292
-15,798
| -18% | -$63K |
2015 Q4
8 quarters
|
|
|
EIGI
3308
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $96K | ﹤0.01% |
11,371
+897
| +9% | +$7.58K |
2017 Q3
1 quarter
|
|
3309
Radiant Logistics
RLGT
$426M
| $95K | ﹤0.01% |
20,670
+10,086
| +95% | +$48.9K |
2016 Q4
4 quarters
|
|
3310
DELISTED
Trevena, Inc.
TRVN
| $95K | ﹤0.01% |
95
+31
| +48% | +$33.7K |
2017 Q2
2 quarters
|
|
3311
DELISTED
Stein Mart Inc
SMRT
| $93K | ﹤0.01% |
80,174
-28,923
| -27% | -$33.6K |
2013 Q2
18 quarters
|
|
3312
Citizens
CIA
$176M
| $91K | ﹤0.01% |
12,324
+2
| +0% | +$15 |
2013 Q2
18 quarters
|
|
|
NSTG
3313
DELISTED
NanoString Technologies, Inc.
NSTG
| $90K | ﹤0.01% |
+12,065
| New | +$114K |
2017 Q4
0 quarters
|
|
|
LTS
3314
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $90K | ﹤0.01% |
28,412
-92
| -0.3% | -$286 |
2015 Q4
8 quarters
|
|
3315
Acacia Research
ACTG
$413M
| $89K | ﹤0.01% |
22,075
+1,904
| +9% | +$8.06K |
2013 Q2
18 quarters
|
|
|
PFSW
3316
DELISTED
PFSweb, Inc.
PFSW
| $89K | ﹤0.01% |
11,946
-1,059
| -8% | -$8.14K |
2015 Q4
8 quarters
|
|
3317
Rigel Pharmaceuticals
RIGL
$883M
| $87K | ﹤0.01% |
2,244
-251
| -10% | -$9.55K |
2013 Q3
17 quarters
|
|
|
ZIXI
3318
DELISTED
Zix Corporation
ZIXI
| $81K | ﹤0.01% |
+18,573
| New | +$87.4K |
2017 Q4
0 quarters
|
|
3319
DELISTED
Amber Road Inc
AMBR
| $81K | ﹤0.01% |
10,991
-88
| -0.8% | -$657 |
2015 Q4
8 quarters
|
|
3320
Baytex Energy
BTE
$3.61B
| $80K | ﹤0.01% |
26,597
-1,802
| -6% | -$5.31K |
2014 Q4
12 quarters
|
|
|
SSI
3321
DELISTED
Stage Stores Inc
SSI
| $80K | ﹤0.01% |
47,666
+3,869
| +9% | +$7.14K |
2013 Q2
18 quarters
|
|
|
ARLZ
3322
DELISTED
Aralez Pharmaceuticals Inc.
ARLZ
| $78K | ﹤0.01% |
54,612
+16,263
| +42% | +$26.7K |
2017 Q3
1 quarter
|
|
3323
Fate Therapeutics
FATE
$231M
| $74K | ﹤0.01% |
+12,034
| New | +$53.7K |
2017 Q4
0 quarters
|
|
3324
Larimar Therapeutics
LRMR
$207M
| $73K | ﹤0.01% |
1,309
-4
| -0.3% | -$180 |
2016 Q3
5 quarters
|
|
|
CFMS
3325
DELISTED
Conformis, Inc. Common Stock
CFMS
| $69K | ﹤0.01% |
+1,159
| New | +$92.6K |
2017 Q4
0 quarters
|
|
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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.