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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 | |
|---|---|---|---|---|---|---|---|
251
VF Corp
VFC
$6.68B
| $74.7M | 0.07% |
1,071,649
+8,857
| +0.8% | +$585K |
2013 Q2
18 quarters
|
|
|
ANDV
252
DELISTED
Andeavor
ANDV
| $74.2M | 0.07% |
648,651
+39,136
| +6% | +$4.21M |
2013 Q2
18 quarters
|
|
253
Autodesk
ADSK
$51.2B
| $74M | 0.07% |
706,146
+64,620
| +10% | +$7.53M |
2013 Q2
18 quarters
|
|
254
D.R. Horton
DHI
$39B
| $74M | 0.07% |
1,448,922
+178,264
| +14% | +$8.3M |
2013 Q2
18 quarters
|
|
255
American Airlines Group
AAL
$8.13B
| $73.9M | 0.07% |
1,419,551
+135,767
| +11% | +$6.76M |
2013 Q4
16 quarters
|
|
256
WEC Energy
WEC
$34.6B
| $73.7M | 0.07% |
1,108,900
+95,554
| +9% | +$6.41M |
2013 Q2
18 quarters
|
|
257
Kinder Morgan
KMI
$73.1B
| $73.5M | 0.07% |
4,067,048
-228,331
| -5% | -$4.1M |
2013 Q2
18 quarters
|
|
258
United Airlines
UAL
$32.9B
| $73.2M | 0.07% |
1,086,282
+59,359
| +6% | +$3.7M |
2013 Q2
18 quarters
|
|
259
Aon
AON
$60.8B
| $72.9M | 0.07% |
543,966
+48,315
| +10% | +$6.88M |
2013 Q2
18 quarters
|
|
260
DXC Technology
DXC
$2.2B
| $72.7M | 0.07% |
885,711
+14
| +0% | +$1.13K |
2017 Q2
2 quarters
|
|
261
Kohl's
KSS
$2.54B
| $72.3M | 0.07% |
1,334,003
-1,758
| -0.1% | -$80.9K |
2013 Q2
18 quarters
|
|
262
Vanguard Morningstar Mid-Cap ETF
VO
$107B
| $72M | 0.07% |
1,860,584
+14,360
| +0.8% | +$542K |
2017 Q1
3 quarters
|
|
263
SBA Communications
SBAC
$19.5B
| $71.9M | 0.07% |
439,863
+32,752
| +8% | +$5.2M |
2013 Q2
18 quarters
|
|
264
Williams Companies
WMB
$84.7B
| $71.5M | 0.07% |
2,345,709
+207,019
| +10% | +$6.02M |
2013 Q2
18 quarters
|
|
265
AstraZeneca
AZN
$259B
| $71.4M | 0.07% |
1,023,326
+122,585
| +14% | +$8.27M |
2013 Q2
18 quarters
|
|
266
Boston Scientific
BSX
$64B
| $71.3M | 0.07% |
2,877,789
-69,643
| -2% | -$1.92M |
2013 Q2
18 quarters
|
|
267
Archer Daniels Midland
ADM
$40B
| $71.2M | 0.07% |
1,776,689
+27,852
| +2% | +$1.15M |
2013 Q2
18 quarters
|
|
268
Eastman Chemical
EMN
$7.3B
| $70.6M | 0.07% |
761,683
+467
| +0.1% | +$42.4K |
2013 Q2
18 quarters
|
|
269
T. Rowe Price
TROW
$21.6B
| $70.4M | 0.07% |
671,064
+26,094
| +4% | +$2.54M |
2013 Q2
18 quarters
|
|
270
Regeneron Pharmaceuticals
REGN
$82B
| $70.2M | 0.07% |
186,635
+19,823
| +12% | +$8.03M |
2013 Q2
18 quarters
|
|
271
Zimmer Biomet
ZBH
$18B
| $69.5M | 0.07% |
593,561
+17,751
| +3% | +$2.01M |
2013 Q2
18 quarters
|
|
272
Invesco
IVZ
$12.7B
| $69.5M | 0.07% |
1,900,993
+40,565
| +2% | +$1.47M |
2013 Q2
18 quarters
|
|
273
Everest Group
EG
$14.6B
| $69M | 0.07% |
311,833
-17,276
| -5% | -$3.9M |
2013 Q2
18 quarters
|
|
274
FirstEnergy
FE
$26.4B
| $68.3M | 0.07% |
2,231,244
+90,146
| +4% | +$2.93M |
2013 Q2
18 quarters
|
|
275
Motorola Solutions
MSI
$75.5B
| $67.1M | 0.07% |
743,069
-15,446
| -2% | -$1.41M |
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.