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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 | |
|---|---|---|---|---|---|---|---|
726
Hormel Foods
HRL
$11.2B
| $19M | 0.02% |
522,876
+54,688
| +12% | +$1.84M |
2013 Q2
18 quarters
|
|
727
BGC Group
BGC
$5.38B
| $18.9M | 0.02% |
1,947,947
-15,662
| -0.8% | -$158K |
2013 Q2
18 quarters
|
|
728
Dana Inc
DAN
$3.12B
| $18.9M | 0.02% |
590,313
+43,015
| +8% | +$1.32M |
2013 Q2
18 quarters
|
|
729
Mid-America Apartment Communities
MAA
$13.5B
| $18.9M | 0.02% |
187,557
-8,442
| -4% | -$876K |
2013 Q2
18 quarters
|
|
|
TECD
730
DELISTED
Tech Data Corp
TECD
| $18.9M | 0.02% |
192,505
-313
| -0.2% | -$29.4K |
2013 Q2
18 quarters
|
|
731
Quanta Services
PWR
$94.9B
| $18.9M | 0.02% |
482,211
+32,285
| +7% | +$1.21M |
2013 Q2
18 quarters
|
|
732
National Grid
NGG
$81.6B
| $18.8M | 0.02% |
361,089
-102,511
| -22% | -$5.47M |
2013 Q2
18 quarters
|
|
733
Jack Henry & Associates
JKHY
$10.7B
| $18.7M | 0.02% |
159,736
-15,459
| -9% | -$1.73M |
2013 Q2
18 quarters
|
|
734
Advance Auto Parts
AAP
$2.67B
| $18.7M | 0.02% |
187,279
-16,962
| -8% | -$1.56M |
2013 Q2
18 quarters
|
|
735
White Mountains Insurance
WTM
$5.14B
| $18.6M | 0.02% |
21,905
-576
| -3% | -$503K |
2013 Q2
18 quarters
|
|
736
Garmin
GRMN
$55.1B
| $18.6M | 0.02% |
313,016
+936
| +0.3% | +$54.9K |
2013 Q2
18 quarters
|
|
737
Jefferies Financial Group
JEF
$10.3B
| $18.6M | 0.02% |
783,836
+5,234
| +0.7% | +$121K |
2013 Q2
18 quarters
|
|
738
Nomura Holdings
NMR
$26.9B
| $18.6M | 0.02% |
3,187,832
+457,834
| +17% | +$2.65M |
2013 Q2
18 quarters
|
|
|
CDK
739
DELISTED
CDK Global, Inc.
CDK
| $18.5M | 0.02% |
260,100
+9,257
| +4% | +$622K |
2014 Q4
12 quarters
|
|
740
Chemours
CC
$1.89B
| $18.5M | 0.02% |
370,111
-253,881
| -41% | -$13.3M |
2015 Q3
9 quarters
|
|
|
GWR
741
DELISTED
Genesee & Wyoming Inc.
GWR
| $18.5M | 0.02% |
235,078
+4,988
| +2% | +$372K |
2013 Q2
18 quarters
|
|
742
Extra Space Storage
EXR
$29.4B
| $18.5M | 0.02% |
211,152
+1,123
| +0.5% | +$94.7K |
2013 Q2
18 quarters
|
|
743
Snap-on
SNA
$19B
| $18.4M | 0.02% |
105,844
+8,453
| +9% | +$1.37M |
2013 Q2
18 quarters
|
|
744
Carlisle Companies
CSL
$13.3B
| $18.4M | 0.02% |
162,111
+2,423
| +2% | +$264K |
2013 Q2
18 quarters
|
|
745
BioMarin Pharmaceuticals
BMRN
$10.6B
| $18.4M | 0.02% |
206,514
+3,484
| +2% | +$303K |
2013 Q2
18 quarters
|
|
746
ServiceNow
NOW
$146B
| $18.4M | 0.02% |
705,440
+25,720
| +4% | +$639K |
2013 Q2
18 quarters
|
|
747
Gartner
IT
$12.9B
| $18.4M | 0.02% |
149,355
-1,522
| -1% | -$185K |
2013 Q2
18 quarters
|
|
748
A.O. Smith
AOS
$8.04B
| $18.4M | 0.02% |
299,971
-12,098
| -4% | -$734K |
2013 Q2
18 quarters
|
|
749
O-I Glass
OI
$896M
| $18.3M | 0.02% |
827,451
+13,379
| +2% | +$319K |
2013 Q2
18 quarters
|
|
750
DELISTED
Southwestern Energy Company
SWN
| $18.3M | 0.02% |
3,283,331
+1,974,620
| +151% | +$11.5M |
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.