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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 | |
|---|---|---|---|---|---|---|---|
|
BF
276
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
| $67M | 0.07% |
2,437,547
+1,870,543
| +330% | +$51.4M |
2015 Q4
8 quarters
|
|
277
Sanofi
SNY
$96.5B
| $66.7M | 0.07% |
1,550,367
-8,033
| -0.5% | -$370K |
2013 Q2
18 quarters
|
|
278
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
| $66.5M | 0.07% |
2,895,988
+160,338
| +6% | +$3.68M |
2015 Q4
8 quarters
|
|
279
Eversource Energy
ES
$24.9B
| $66.5M | 0.07% |
1,052,599
+79,662
| +8% | +$5.04M |
2013 Q2
18 quarters
|
|
|
VIAB
280
DELISTED
Viacom Inc. Class B
VIAB
| $66.4M | 0.07% |
2,155,520
+785,780
| +57% | +$21.3M |
2013 Q2
18 quarters
|
|
281
DELISTED
Pioneer Natural Resource Co.
PXD
| $66.3M | 0.07% |
383,381
+11,285
| +3% | +$1.74M |
2013 Q2
18 quarters
|
|
282
Seagate
STX
$157B
| $66.1M | 0.07% |
1,580,438
+75,651
| +5% | +$2.89M |
2013 Q2
18 quarters
|
|
283
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
| $66M | 0.07% |
952,950
+72,969
| +8% | +$5.05M |
2015 Q4
8 quarters
|
|
284
America Movil
AMX
$67B
| $65.9M | 0.07% |
3,845,028
+2,814,385
| +273% | +$49.1M |
2013 Q2
18 quarters
|
|
285
Fortive
FTV
$17.5B
| $65.8M | 0.07% |
1,442,328
-8,051
| -0.6% | -$369K |
2016 Q3
5 quarters
|
|
286
Vodafone
VOD
$36.7B
| $65.5M | 0.07% |
2,054,678
+242,628
| +13% | +$7.27M |
2013 Q2
18 quarters
|
|
287
Keurig Dr Pepper
KDP
$46.5B
| $65.2M | 0.07% |
671,504
+4,957
| +0.7% | +$445K |
2013 Q2
18 quarters
|
|
288
Principal Financial Group
PFG
$23.3B
| $64.7M | 0.06% |
917,365
+71,519
| +8% | +$4.93M |
2013 Q2
18 quarters
|
|
289
Edison International
EIX
$21.4B
| $64.3M | 0.06% |
1,016,410
+14,853
| +1% | +$1.13M |
2013 Q2
18 quarters
|
|
290
Citizens Financial Group
CFG
$26.7B
| $64.3M | 0.06% |
1,530,804
+240,510
| +19% | +$9.41M |
2014 Q3
13 quarters
|
|
291
Ally Financial
ALLY
$11.5B
| $63.2M | 0.06% |
2,168,907
-5,943
| -0.3% | -$158K |
2014 Q2
14 quarters
|
|
292
iShares MSCI Emerging Markets ETF
EEM
$29.6B
| $62.9M | 0.06% |
1,334,531
-24,016
| -2% | -$1.11M |
2016 Q3
5 quarters
|
|
293
DELISTED
Anadarko Petroleum
APC
| $62.8M | 0.06% |
1,171,263
+24,620
| +2% | +$1.21M |
2013 Q2
18 quarters
|
|
294
CMS Energy
CMS
$21B
| $62.8M | 0.06% |
1,327,127
+68,442
| +5% | +$3.31M |
2013 Q2
18 quarters
|
|
295
Mitsubishi UFJ Financial
MUFG
$246B
| $62.2M | 0.06% |
8,552,222
+530,110
| +7% | +$3.61M |
2013 Q2
18 quarters
|
|
296
Banco Santander
SAN
$195B
| $60.4M | 0.06% |
9,641,279
+649,609
| +7% | +$4.11M |
2013 Q2
18 quarters
|
|
297
Baidu
BIDU
$28.1B
| $60.3M | 0.06% |
257,588
+83,091
| +48% | +$20.3M |
2013 Q2
18 quarters
|
|
|
VAR
298
DELISTED
Varian Medical Systems, Inc.
VAR
| $60.2M | 0.06% |
541,988
-89,110
| -14% | -$9.58M |
2013 Q2
18 quarters
|
|
299
Edwards Lifesciences
EW
$50.8B
| $60.2M | 0.06% |
1,603,182
+2,301
| +0.1% | +$84.4K |
2013 Q2
18 quarters
|
|
300
DELISTED
BAYER AG SPONS ADR
BAY
| $60.1M | 0.06% |
1,933,822
+80,532
| +4% | +$2.5M |
2015 Q4
8 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.