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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 | |
|---|---|---|---|---|---|---|---|
576
NiSource
NI
$19.8B
| $26.7M | 0.03% |
1,040,970
-4,673
| -0.4% | -$124K |
2013 Q2
18 quarters
|
|
|
AKZOY
577
DELISTED
Akzo Nobel NV
AKZOY
| $26.7M | 0.03% |
915,588
-10,288
| -1% | -$300K |
2015 Q4
8 quarters
|
|
578
LPL Financial
LPLA
$25.8B
| $26.4M | 0.03% |
461,317
+90,827
| +25% | +$4.78M |
2013 Q2
18 quarters
|
|
579
Sociedad Química y Minera de Chile
SQM
$17.3B
| $26.3M | 0.03% |
443,484
+350,063
| +375% | +$20.1M |
2013 Q2
18 quarters
|
|
580
Broadridge
BR
$19.7B
| $26.2M | 0.03% |
289,499
+4,399
| +2% | +$384K |
2013 Q2
18 quarters
|
|
581
Capri Holdings
CPRI
$1.8B
| $26.2M | 0.03% |
415,592
+115,738
| +39% | +$6.34M |
2013 Q2
18 quarters
|
|
582
CarMax
KMX
$7.47B
| $26.1M | 0.03% |
407,467
-5,087
| -1% | -$363K |
2013 Q2
18 quarters
|
|
|
IFX
583
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
| $26.1M | 0.03% |
957,022
+89,428
| +10% | +$2.44M |
2015 Q4
8 quarters
|
|
584
United Therapeutics
UTHR
$23.2B
| $25.9M | 0.03% |
175,100
+2,039
| +1% | +$259K |
2013 Q2
18 quarters
|
|
585
Arrow Electronics
ARW
$11.2B
| $25.9M | 0.03% |
321,511
+15,176
| +5% | +$1.22M |
2013 Q2
18 quarters
|
|
586
Nektar Therapeutics
NKTR
$1.29B
| $25.8M | 0.03% |
28,820
+3,573
| +14% | +$2.11M |
2013 Q2
18 quarters
|
|
587
DELISTED
Foot Locker
FL
| $25.7M | 0.03% |
548,599
+231,861
| +73% | +$8.66M |
2013 Q2
18 quarters
|
|
588
Global Payments
GPN
$22.3B
| $25.7M | 0.03% |
255,930
-93,358
| -27% | -$9.34M |
2013 Q2
18 quarters
|
|
589
Realty Income
O
$52.6B
| $25.6M | 0.03% |
463,386
+317
| +0.1% | +$17.2K |
2013 Q2
18 quarters
|
|
|
SC
590
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $25.5M | 0.03% |
1,370,410
+51,302
| +4% | +$859K |
2014 Q1
15 quarters
|
|
591
CRH
CRH
$54.8B
| $25.5M | 0.03% |
705,764
+20,362
| +3% | +$729K |
2013 Q2
18 quarters
|
|
592
Ligand Pharmaceuticals
LGND
$5.95B
| $25.5M | 0.03% |
298,039
-25,813
| -8% | -$2.24M |
2014 Q4
12 quarters
|
|
593
AGNC Investment
AGNC
$10.5B
| $25.4M | 0.03% |
1,255,811
+83,350
| +7% | +$1.71M |
2013 Q2
18 quarters
|
|
594
Trip.com Group
TCOM
$25.1B
| $25.3M | 0.03% |
574,705
+392,177
| +215% | +$18.7M |
2013 Q2
18 quarters
|
|
595
Jones Lang LaSalle
JLL
$14.3B
| $25.3M | 0.03% |
170,098
+9,760
| +6% | +$1.38M |
2013 Q2
18 quarters
|
|
596
Fresenius Medical Care
FMS
$11.8B
| $25.3M | 0.03% |
480,696
+49,513
| +11% | +$2.46M |
2013 Q2
18 quarters
|
|
597
Verisk Analytics
VRSK
$24.4B
| $25.2M | 0.03% |
262,443
+2,915
| +1% | +$264K |
2013 Q2
18 quarters
|
|
|
KNBWY
598
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
| $25.2M | 0.03% |
996,793
+31,974
| +3% | +$808K |
2015 Q4
8 quarters
|
|
599
Xylem
XYL
$24.1B
| $25.2M | 0.03% |
368,817
-9,526
| -3% | -$632K |
2013 Q2
18 quarters
|
|
|
WPZ
600
DELISTED
Williams Partners L.P.
WPZ
| $25.1M | 0.03% |
646,943
-18,258
| -3% | -$685K |
2016 Q3
5 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.