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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 | |
|---|---|---|---|---|---|---|---|
3326
Ceco Environmental
CECO
$3.55B
| $62K | ﹤0.01% |
+12,071
| New | +$81.2K |
2017 Q4
0 quarters
|
|
|
MXWL
3327
DELISTED
Maxwell Technologies Inc
MXWL
| $61K | ﹤0.01% |
10,657
-83,164
| -89% | -$433K |
2014 Q1
15 quarters
|
|
|
LLEX
3328
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
| $60K | ﹤0.01% |
+11,689
| New | +$56.4K |
2017 Q4
0 quarters
|
|
3329
BioCryst Pharmaceuticals
BCRX
$2.05B
| $58K | ﹤0.01% |
11,720
+648
| +6% | +$3.14K |
2017 Q3
1 quarter
|
|
3330
Geron
GERN
$790M
| $58K | ﹤0.01% |
32,285
+12,414
| +62% | +$25.1K |
2016 Q4
4 quarters
|
|
|
SQBG
3331
DELISTED
Sequential Brands Group, Inc.
SQBG
| $58K | ﹤0.01% |
819
-4,883
| -86% | -$413K |
2016 Q1
7 quarters
|
|
|
SIOX
3332
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
| $57K | ﹤0.01% |
+1,363
| New | +$61.2K |
2017 Q4
0 quarters
|
|
|
GNMK
3333
DELISTED
GenMark Diagnostics, Inc
GNMK
| $56K | ﹤0.01% |
+13,512
| New | +$81.3K |
2017 Q4
0 quarters
|
|
3334
DELISTED
Eagle Bulk Shipping Inc.
EGLE
| $56K | ﹤0.01% |
+1,775
| New | +$55.9K |
2017 Q4
0 quarters
|
|
3335
Theriva Biologics
TOVX
$9.73M
| $55K | ﹤0.01% |
12
+1
| +9% | +$6.25K |
2017 Q3
1 quarter
|
|
3336
ImmunityBio
IBRX
$10.6B
| $52K | ﹤0.01% |
+11,505
| New | +$54.5K |
2017 Q4
0 quarters
|
|
|
QTNT
3337
DELISTED
Quotient Limited Ordinary Shares
QTNT
| $50K | ﹤0.01% |
+255
| New | +$49K |
2017 Q4
0 quarters
|
|
|
ADXS
3338
DELISTED
Advaxis Inc
ADXS
| $50K | ﹤0.01% |
+1,162
| New | +$58.8K |
2017 Q4
0 quarters
|
|
3339
Aptevo Therapeutics
APVO
$3.08M
| – | – |
0
| – | – |
2016 Q3
5 quarters
|
|
3340
Harmony Gold Mining
HMY
$10.6B
| $49K | ﹤0.01% |
26,456
-158,096
| -86% | -$283K |
2016 Q1
7 quarters
|
|
3341
Lipocine
LPCN
$13.9M
| $49K | ﹤0.01% |
843
-180
| -18% | -$11.2K |
2016 Q3
5 quarters
|
|
3342
McEwen Inc
MUX
$995M
| $49K | ﹤0.01% |
2,170
-5,489
| -72% | -$111K |
2016 Q3
5 quarters
|
|
3343
Safe Bulkers
SB
$913M
| $49K | ﹤0.01% |
+15,272
| New | +$49.1K |
2017 Q4
0 quarters
|
|
|
NVLN
3344
DELISTED
Novelion Therapeutics Inc. Common Shares
NVLN
| $47K | ﹤0.01% |
+15,037
| New | +$72.3K |
2017 Q4
0 quarters
|
|
3345
Aqua Metals
AQMS
$6.02M
| $46K | ﹤0.01% |
107
+18
| +20% | +$13.6K |
2017 Q1
3 quarters
|
|
|
I
3346
DELISTED
INTELSAT S. A.
I
| $46K | ﹤0.01% |
13,653
-14,633
| -52% | -$65.2K |
2015 Q2
10 quarters
|
|
|
ACGN
3347
DELISTED
Aceragen Inc
ACGN
| $42K | ﹤0.01% |
145
+57
| +65% | +$16.3K |
2017 Q3
1 quarter
|
|
|
ALSK
3348
DELISTED
Alaska Communications Systems
ALSK
| $42K | ﹤0.01% |
15,838
+5,453
| +53% | +$12.8K |
2017 Q3
1 quarter
|
|
|
MOBL
3349
DELISTED
MobileIron, Inc.
MOBL
| $42K | ﹤0.01% |
+10,714
| New | +$41.4K |
2017 Q4
0 quarters
|
|
|
SEAC
3350
DELISTED
Seachange International Inc
SEAC
| $40K | ﹤0.01% |
503
-32
| -6% | -$1.89K |
2013 Q2
18 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.