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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 | |
|---|---|---|---|---|---|---|---|
651
Fluor
FLR
$6.35B
| $22.3M | 0.02% |
432,127
+68,171
| +19% | +$3.17M |
2013 Q2
18 quarters
|
|
652
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.35B
| $22.2M | 0.02% |
1,435,809
-136,534
| -9% | -$2.1M |
2017 Q2
2 quarters
|
|
653
Incyte
INCY
$22.9B
| $22.1M | 0.02% |
233,760
-3,029
| -1% | -$317K |
2013 Q2
18 quarters
|
|
|
PC
654
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
| $22M | 0.02% |
1,498,923
+56,565
| +4% | +$832K |
2015 Q4
8 quarters
|
|
655
Darden Restaurants
DRI
$24.4B
| $22M | 0.02% |
229,555
-24,523
| -10% | -$2.07M |
2013 Q2
18 quarters
|
|
656
Philips
PHG
$25.4B
| $22M | 0.02% |
768,153
+39,003
| +5% | +$1.18M |
2013 Q2
18 quarters
|
|
657
Coca-Cola Europacific Partners
CCEP
$49.3B
| $22M | 0.02% |
552,851
+28,639
| +5% | +$1.14M |
2013 Q2
18 quarters
|
|
|
TSS
658
DELISTED
Total System Services, Inc.
TSS
| $22M | 0.02% |
278,069
+78,706
| +39% | +$5.72M |
2013 Q2
18 quarters
|
|
659
Nexstar Media Group
NXST
$5.14B
| $21.9M | 0.02% |
279,757
+80,622
| +40% | +$5.41M |
2013 Q2
18 quarters
|
|
660
Steel Dynamics
STLD
$35B
| $21.9M | 0.02% |
506,828
+42,432
| +9% | +$1.63M |
2013 Q2
18 quarters
|
|
661
EQT Corp
EQT
$33.8B
| $21.8M | 0.02% |
704,796
+31,383
| +5% | +$1.03M |
2013 Q2
18 quarters
|
|
662
Ferrari
RACE
$69.8B
| $21.8M | 0.02% |
208,067
+7,291
| +4% | +$811K |
2016 Q1
7 quarters
|
|
663
Albemarle
ALB
$11.4B
| $21.8M | 0.02% |
170,268
-4,479
| -3% | -$607K |
2013 Q2
18 quarters
|
|
664
ON Semiconductor
ON
$28.8B
| $21.7M | 0.02% |
1,037,673
+220,379
| +27% | +$4.49M |
2013 Q2
18 quarters
|
|
665
Avista
AVA
$3.06B
| $21.7M | 0.02% |
420,661
+56,282
| +15% | +$2.92M |
2013 Q2
18 quarters
|
|
666
Martin Marietta Materials
MLM
$35.6B
| $21.6M | 0.02% |
97,664
+18,149
| +23% | +$3.8M |
2013 Q2
18 quarters
|
|
667
DaVita
DVA
$12B
| $21.6M | 0.02% |
298,687
+15,909
| +6% | +$979K |
2013 Q2
18 quarters
|
|
668
RELX
RELX
$67.5B
| $21.5M | 0.02% |
908,751
+22,091
| +2% | +$513K |
2013 Q2
18 quarters
|
|
669
Crown Holdings
CCK
$12.5B
| $21.5M | 0.02% |
381,383
-72,274
| -16% | -$4.27M |
2013 Q2
18 quarters
|
|
670
Copart
CPRT
$25.8B
| $21.4M | 0.02% |
1,982,468
+578,284
| +41% | +$5.63M |
2013 Q2
18 quarters
|
|
|
CHL
671
DELISTED
China Mobile Limited
CHL
| $21.4M | 0.02% |
422,699
-94,323
| -18% | -$4.75M |
2013 Q2
18 quarters
|
|
|
VR
672
DELISTED
Validus Hold Ltd
VR
| $21.3M | 0.02% |
454,254
-151,597
| -25% | -$7.49M |
2013 Q2
18 quarters
|
|
|
GGP
673
DELISTED
GGP Inc.
GGP
| $21.3M | 0.02% |
910,644
+237,716
| +35% | +$5.29M |
2013 Q2
18 quarters
|
|
674
Arthur J. Gallagher & Co
AJG
$64.5B
| $21.3M | 0.02% |
336,305
+7,929
| +2% | +$506K |
2013 Q2
18 quarters
|
|
675
Prestige Consumer Healthcare
PBH
$2.37B
| $21.2M | 0.02% |
476,937
+43,107
| +10% | +$1.96M |
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.