We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|---|
701
BlackRock Debt Strategies Fund
DSU
$560M
| $20M | 0.02% |
1,710,921
+215,866
| +14% | +$2.52M |
2017 Q2
2 quarters
|
|
702
Chemed
CHE
$6.69B
| $20M | 0.02% |
82,274
+14,239
| +21% | +$3.23M |
2013 Q2
18 quarters
|
|
703
UGI
UGI
$8.23B
| $19.9M | 0.02% |
424,663
-103,772
| -20% | -$4.96M |
2013 Q2
18 quarters
|
|
704
Jacobs Solutions
J
$16.5B
| $19.9M | 0.02% |
365,040
+14,666
| +4% | +$752K |
2013 Q2
18 quarters
|
|
705
Vale
VALE
$55.6B
| $19.9M | 0.02% |
1,623,864
+988,735
| +156% | +$10.5M |
2013 Q2
18 quarters
|
|
706
Credit Acceptance
CACC
$5.61B
| $19.8M | 0.02% |
61,287
+10,613
| +21% | +$3.16M |
2014 Q4
12 quarters
|
|
707
Portland General Electric
POR
$5.2B
| $19.8M | 0.02% |
434,536
+73,678
| +20% | +$3.49M |
2013 Q2
18 quarters
|
|
708
Baker Hughes
BKR
$55.5B
| $19.8M | 0.02% |
625,800
+7,079
| +1% | +$227K |
2017 Q3
1 quarter
|
|
|
SDX
709
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
| $19.8M | 0.02% |
734,168
+41,284
| +6% | +$1.11M |
2015 Q4
8 quarters
|
|
710
Nice
NICE
$6.52B
| $19.7M | 0.02% |
214,424
+6,443
| +3% | +$548K |
2013 Q2
18 quarters
|
|
711
Shinhan Financial Group
SHG
$33B
| $19.7M | 0.02% |
424,205
+55,810
| +15% | +$2.5M |
2013 Q2
18 quarters
|
|
712
Jabil
JBL
$29.1B
| $19.7M | 0.02% |
749,631
+32,185
| +4% | +$912K |
2013 Q2
18 quarters
|
|
713
Arista Networks
ANET
$225B
| $19.6M | 0.02% |
1,331,072
+804,336
| +153% | +$10.8M |
2015 Q1
11 quarters
|
|
|
MKTAY
714
DELISTED
MAKITA CORP SPONS ADR
MKTAY
| $19.6M | 0.02% |
463,968
+15,389
| +3% | +$650K |
2015 Q4
8 quarters
|
|
|
GXP
715
DELISTED
Great Plains Energy Incorporated
GXP
| $19.6M | 0.02% |
607,090
+33,137
| +6% | +$1.09M |
2013 Q2
18 quarters
|
|
716
SLM Corp
SLM
$4.11B
| $19.5M | 0.02% |
1,722,012
-166,450
| -9% | -$1.82M |
2013 Q2
18 quarters
|
|
717
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.68B
| $19.4M | 0.02% |
2,107,113
+95,105
| +5% | +$867K |
2017 Q2
2 quarters
|
|
718
Smith & Nephew
SNN
$12.1B
| $19.4M | 0.02% |
552,892
+36,098
| +7% | +$1.31M |
2013 Q2
18 quarters
|
|
719
MFA Financial
MFA
$664M
| $19.3M | 0.02% |
608,326
+42,450
| +8% | +$1.4M |
2013 Q2
18 quarters
|
|
720
Skywest
SKYW
$3.56B
| $19.2M | 0.02% |
362,242
-2,564
| -0.7% | -$126K |
2013 Q2
18 quarters
|
|
721
DELISTED
Hologic
HOLX
| $19.2M | 0.02% |
449,295
+48,041
| +12% | +$1.92M |
2013 Q2
18 quarters
|
|
722
Equinor
EQNR
$110B
| $19.2M | 0.02% |
896,272
+36,916
| +4% | +$753K |
2013 Q2
18 quarters
|
|
723
JD.com
JD
$36.5B
| $19.1M | 0.02% |
461,093
+248,175
| +117% | +$9.77M |
2014 Q4
12 quarters
|
|
724
Universal Health Services
UHS
$10.9B
| $19.1M | 0.02% |
168,245
+5,779
| +4% | +$618K |
2013 Q2
18 quarters
|
|
725
Emcor
EME
$31.9B
| $19M | 0.02% |
232,829
+15,249
| +7% | +$1.18M |
2013 Q2
18 quarters
|
|
Similar funds
SCC
BAM
ACI
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.