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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 | |
|---|---|---|---|---|---|---|---|
3351
Verastem
VSTM
$836M
| $38K | ﹤0.01% |
+1,038
| New | +$46.9K |
2017 Q4
0 quarters
|
|
|
NH
3352
DELISTED
NantHealth, Inc
NH
| $36K | ﹤0.01% |
+782
| New | +$41.5K |
2017 Q4
0 quarters
|
|
|
RVLT
3353
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
| $36K | ﹤0.01% |
+10,991
| New | +$52K |
2017 Q4
0 quarters
|
|
|
AGRX
3354
DELISTED
Agile Therapeutics
AGRX
| $32K | ﹤0.01% |
6
| – | – |
2017 Q1
3 quarters
|
|
3355
Lineage Cell Therapeutics
LCTX
$250M
| $30K | ﹤0.01% |
16,139
+1,464
| +10% | +$3.2K |
2017 Q2
2 quarters
|
|
|
JONE
3356
DELISTED
Jones Energy, Inc.
JONE
| $30K | ﹤0.01% |
1,362
-411
| -23% | -$9.59K |
2015 Q2
10 quarters
|
|
3357
Jakks Pacific
JAKK
$332M
| $27K | ﹤0.01% |
+1,129
| New | +$31.3K |
2017 Q4
0 quarters
|
|
3358
VivoSim Labs
VIVS
$2.29M
| $27K | ﹤0.01% |
85
-79
| -48% | -$29.4K |
2014 Q4
12 quarters
|
|
|
ATRS
3359
DELISTED
Antares Pharma, Inc.
ATRS
| $26K | ﹤0.01% |
+13,202
| New | +$28.7K |
2017 Q4
0 quarters
|
|
3360
Globalstar
GSAT
$10.7B
| $24K | ﹤0.01% |
1,204
-401
| -25% | -$9.12K |
2017 Q1
3 quarters
|
|
|
ATHX
3361
DELISTED
Athersys, Inc. Common Stock
ATHX
| $24K | ﹤0.01% |
537
+2
| +0.4% | +$97 |
2017 Q2
2 quarters
|
|
|
WLB
3362
DELISTED
Westmoreland Coal Company
WLB
| $22K | ﹤0.01% |
18,450
-53,571
| -74% | -$92.1K |
2013 Q2
18 quarters
|
|
|
ALR
3363
DELISTED
AlerisLife Inc
ALR
| $21K | ﹤0.01% |
1,378
-94
| -6% | -$1.46K |
2013 Q2
18 quarters
|
|
3364
abrdn Income Credit Strategies Fund
ACP
$546M
| – | – |
-24,962
| Closed | -$356K | – |
|
3365
Adams Diversified Equity Fund
ADX
$3.22B
| – | – |
-10,178
| Closed | -$155K | – |
|
3366
Agenus
AGEN
$302M
| – | – |
-599
| Closed | -$52K | – |
|
3367
A10 Networks
ATEN
$1.84B
| – | – |
-21,381
| Closed | -$162K | – |
|
|
AVDL
3368
DELISTED
Avadel Pharmaceuticals
AVDL
| – | – |
-191,619
| Closed | -$2.01M | – |
|
3369
Build-A-Bear
BBW
$322M
| – | – |
-15,679
| Closed | -$143K | – |
|
3370
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.29B
| – | – |
-7,334
| Closed | -$206K | – |
|
3371
Curis
CRIS
$1.23M
| – | – |
-7
| Closed | -$22K | – |
|
3372
Canadian Solar
CSIQ
$718M
| – | – |
-29,410
| Closed | -$495K | – |
|
3373
DELISTED
Qwest Corp 6.5% Notes due 2056
CTBB
| – | – |
-15,930
| Closed | -$403K | – |
|
3374
Covenant Logistics
CVLG
$782M
| – | – |
-15,550
| Closed | -$225K | – |
|
3375
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$781M
| – | – |
-23,311
| Closed | -$661K | – |
|
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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.