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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 | |
|---|---|---|---|---|---|---|---|
226
Fiserv Inc
FISV
$24.5B
| $82.3M | 0.08% |
1,254,762
+57,082
| +5% | +$3.69M |
2013 Q2
18 quarters
|
|
227
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.7B
| $81.7M | 0.08% |
1,267,199
-3,069
| -0.2% | -$193K |
2017 Q2
2 quarters
|
|
228
Microchip Technology
MCHP
$38.7B
| $81.7M | 0.08% |
1,859,206
-27,182
| -1% | -$1.23M |
2013 Q2
18 quarters
|
|
229
Novo Nordisk
NVO
$168B
| $81.2M | 0.08% |
3,027,722
+154,166
| +5% | +$3.92M |
2013 Q2
18 quarters
|
|
230
Diageo
DEO
$51.2B
| $81.1M | 0.08% |
555,057
+62,475
| +13% | +$8.61M |
2013 Q2
18 quarters
|
|
231
Parker-Hannifin
PH
$121B
| $80.7M | 0.08% |
404,584
+24,162
| +6% | +$4.49M |
2013 Q2
18 quarters
|
|
232
Yum! Brands
YUM
$40B
| $80.4M | 0.08% |
984,713
+6,905
| +0.7% | +$546K |
2013 Q2
18 quarters
|
|
233
Prologis
PLD
$124B
| $80.2M | 0.08% |
1,243,470
+33,568
| +3% | +$2.19M |
2013 Q2
18 quarters
|
|
234
Amphenol
APH
$204B
| $80.2M | 0.08% |
7,304,672
+331,656
| +5% | +$3.65M |
2013 Q2
18 quarters
|
|
235
Lear
LEA
$5.89B
| $79.4M | 0.08% |
449,547
+23,208
| +5% | +$4.07M |
2013 Q2
18 quarters
|
|
236
TotalEnergies
TTE
$198B
| $79.1M | 0.08% |
1,430,862
+85,303
| +6% | +$4.71M |
2013 Q2
18 quarters
|
|
|
AGN
237
DELISTED
Allergan plc
AGN
| $79.1M | 0.08% |
483,316
-118,144
| -20% | -$21.2M |
2013 Q2
18 quarters
|
|
238
Carnival Corporation Ltd
CCL
$34.9B
| $78.8M | 0.08% |
1,187,890
+375,942
| +46% | +$24.9M |
2013 Q2
18 quarters
|
|
239
Illumina
ILMN
$41B
| $78.8M | 0.08% |
370,878
+72,287
| +24% | +$14.9M |
2013 Q2
18 quarters
|
|
240
Hartford Financial Services
HIG
$35.7B
| $78.2M | 0.08% |
1,389,380
+59,238
| +4% | +$3.3M |
2013 Q2
18 quarters
|
|
241
MSCI
MSCI
$40.7B
| $77.7M | 0.08% |
613,926
-86,130
| -12% | -$10.7M |
2013 Q2
18 quarters
|
|
242
Hewlett Packard
HPE
$83.8B
| $77.7M | 0.08% |
5,408,032
-194,952
| -3% | -$2.77M |
2015 Q4
8 quarters
|
|
243
Fidelity National Information Services
FIS
$18.3B
| $77.4M | 0.08% |
822,614
+13,977
| +2% | +$1.31M |
2013 Q2
18 quarters
|
|
244
Graco
GGG
$13B
| $77.3M | 0.08% |
1,709,020
-256,877
| -13% | -$11.1M |
2013 Q2
18 quarters
|
|
245
DELISTED
Unilever NV New York Registry Shares
UN
| $77.3M | 0.08% |
1,371,962
+73,081
| +6% | +$4.21M |
2013 Q2
18 quarters
|
|
246
Lumen Technologies, Inc. Common Stock
LUMN
$4.69B
| $77.2M | 0.08% |
4,626,495
+2,137,363
| +86% | +$36.2M |
2013 Q2
18 quarters
|
|
247
PPG Industries
PPG
$23.3B
| $76.5M | 0.08% |
655,234
+35,451
| +6% | +$4.09M |
2013 Q2
18 quarters
|
|
248
Devon Energy
DVN
$54.9B
| $75.6M | 0.08% |
1,826,397
+152,175
| +9% | +$5.76M |
2013 Q2
18 quarters
|
|
249
Vertex Pharmaceuticals
VRTX
$126B
| $75.4M | 0.08% |
502,896
+26,878
| +6% | +$3.98M |
2013 Q2
18 quarters
|
|
250
Public Storage
PSA
$54B
| $74.9M | 0.07% |
358,339
+12,544
| +4% | +$2.65M |
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.