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Parametric Portfolio Associates

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
Cap. Flow
+$2.84B
Cap. Flow %
2.83%
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
IVV icon
iShares Core S&P 500 ETF
IVV
+$417M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$124M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$116M
4
WFC icon
Wells Fargo
WFC
+$115M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$99.8M

Top Sells

Rank Stock Value
1
GE icon
GE Aerospace
GE
+$71.9M
2
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$71.8M
3
BCR
CR Bard Inc.
BCR
+$60.5M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$49.3M
5
CVS icon
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
URI icon
326
United Rentals
URI
$65.2B
$54.3M 0.05%
315,862
+6,398
+2% +$974K
2013 Q2
18 quarters
HSY icon
327
Hershey
HSY
$33.9B
$54.1M 0.05%
476,788
+26,438
+6% +$2.91M
2013 Q2
18 quarters
ULTA icon
328
Ulta Beauty
ULTA
$26B
$54.1M 0.05%
241,822
+43,544
+22% +$9.21M
2013 Q2
18 quarters
NTAP icon
329
NetApp
NTAP
$42.2B
$53.8M 0.05%
972,679
+32,754
+3% +$1.64M
2013 Q2
18 quarters
AEE icon
330
Ameren
AEE
$28.7B
$53.5M 0.05%
907,237
+121,706
+15% +$7.48M
2013 Q2
18 quarters
PARA icon
331
DELISTED
Paramount Global Class B
PARA
$53.3M 0.05%
904,083
-221,470
-20% -$12.7M
2013 Q2
18 quarters
PCAR icon
332
PACCAR
PCAR
$58.3B
$53.1M 0.05%
1,121,171
-23,356
-2% -$1.1M
2013 Q2
18 quarters
MIDD icon
333
Middleby
MIDD
$4.91B
$52.9M 0.05%
392,354
-3,145
-0.8% -$385K
2013 Q2
18 quarters
WELL icon
334
Welltower
WELL
$169B
$52.6M 0.05%
824,390
+25,067
+3% +$1.68M
2013 Q2
18 quarters
ABB
335
DELISTED
ABB Ltd
ABB
$52.4M 0.05%
1,952,729
+96,197
+5% +$2.47M
2013 Q2
18 quarters
IWM icon
336
iShares Russell 2000 ETF
IWM
$77.5B
$52.3M 0.05%
342,719
+110,718
+48% +$16.6M
2013 Q2
18 quarters
NBIS icon
337
Nebius Group N.V.
NBIS
$51.2B
$52.2M 0.05%
1,595,221
+1,477,099
+1,250% +$48.2M
2013 Q2
18 quarters
PPL icon
338
PPL Corp
PPL
$25.9B
$52.2M 0.05%
1,687,154
-97,059
-5% -$3.49M
2013 Q2
18 quarters
LDOS icon
339
Leidos
LDOS
$15.6B
$52.2M 0.05%
808,092
-8,609
-1% -$539K
2013 Q2
18 quarters
NXPI icon
340
NXP Semiconductors
NXPI
$58.3B
$52M 0.05%
443,747
-9,639
-2% -$1.11M
2013 Q2
18 quarters
ROK icon
341
Rockwell Automation
ROK
$46.9B
$51.8M 0.05%
263,615
+9,458
+4% +$1.8M
2013 Q2
18 quarters
XRAY icon
342
Dentsply Sirona
XRAY
$1.76B
$51.5M 0.05%
782,962
+187,754
+32% +$11.9M
2013 Q2
18 quarters
MKC icon
343
McCormick & Company Non-Voting
MKC
$12.3B
$51.5M 0.05%
1,010,592
+83,280
+9% +$4.15M
2013 Q2
18 quarters
CNP icon
344
CenterPoint Energy
CNP
$26.2B
$51.3M 0.05%
1,809,885
+90,754
+5% +$2.65M
2013 Q2
18 quarters
TSCO icon
345
Tractor Supply
TSCO
$17.4B
$51.3M 0.05%
3,432,160
-1,181,585
-26% -$15.2M
2013 Q2
18 quarters
NUE icon
346
Nucor
NUE
$57.8B
$51.2M 0.05%
805,185
+68,126
+9% +$3.99M
2013 Q2
18 quarters
CMA icon
347
DELISTED
Comerica
CMA
$50.8M 0.05%
585,447
+22,231
+4% +$1.79M
2013 Q2
18 quarters
RHT
348
DELISTED
Red Hat Inc
RHT
$50.5M 0.05%
420,879
+81,358
+24% +$9.97M
2013 Q2
18 quarters
DLTR icon
349
Dollar Tree
DLTR
$23.3B
$50.4M 0.05%
470,085
+23,572
+5% +$2.3M
2013 Q2
18 quarters
WY icon
350
Weyerhaeuser
WY
$14B
$50.2M 0.05%
1,424,265
+95,872
+7% +$3.39M
2013 Q2
18 quarters
12 13
14
15 16

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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.