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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 | |
|---|---|---|---|---|---|---|---|
401
Agilent Technologies
A
$49.5B
| $43.1M | 0.04% |
643,924
+27,621
| +4% | +$1.86M |
2013 Q2
18 quarters
|
|
402
Quest Diagnostics
DGX
$26.4B
| $43.1M | 0.04% |
437,335
+20,768
| +5% | +$1.97M |
2013 Q2
18 quarters
|
|
403
Huntington Bancshares
HBAN
$31B
| $43.1M | 0.04% |
2,957,407
+74,156
| +3% | +$1.04M |
2013 Q2
18 quarters
|
|
404
IQVIA
IQV
$44.6B
| $43M | 0.04% |
439,157
+37,397
| +9% | +$3.81M |
2013 Q2
18 quarters
|
|
405
ICICI Bank
IBN
$106B
| $42.7M | 0.04% |
4,392,656
+2,632,545
| +150% | +$24.2M |
2013 Q2
18 quarters
|
|
406
HF Sinclair
DINO
$22.2B
| $42.7M | 0.04% |
833,637
+115,430
| +16% | +$4.88M |
2013 Q2
18 quarters
|
|
407
Royal Bank of Canada
RY
$272B
| $42.6M | 0.04% |
522,274
-8,296
| -2% | -$658K |
2013 Q2
18 quarters
|
|
408
NRG Energy
NRG
$21.6B
| $42.6M | 0.04% |
1,494,051
-157,980
| -10% | -$4.3M |
2013 Q2
18 quarters
|
|
409
Goodyear
GT
$1.27B
| $42.4M | 0.04% |
1,312,056
+129,104
| +11% | +$4.1M |
2013 Q2
18 quarters
|
|
410
iShares Russell 1000 Value ETF
IWD
$83.7B
| $42.4M | 0.04% |
340,877
-174,809
| -34% | -$21.2M |
2014 Q4
12 quarters
|
|
|
NLSN
411
DELISTED
Nielsen Holdings plc
NLSN
| $42.3M | 0.04% |
1,161,327
+388,097
| +50% | +$14.7M |
2013 Q2
18 quarters
|
|
412
Expeditors International
EXPD
$25.8B
| $42.1M | 0.04% |
651,527
+20,169
| +3% | +$1.24M |
2013 Q2
18 quarters
|
|
413
DELISTED
Ansys
ANSS
| $41.9M | 0.04% |
284,048
+11,005
| +4% | +$1.56M |
2013 Q2
18 quarters
|
|
414
KT
KT
$8.79B
| $41.7M | 0.04% |
2,672,883
+659,281
| +33% | +$9.71M |
2013 Q2
18 quarters
|
|
415
Mercado Libre
MELI
$94.1B
| $41.7M | 0.04% |
132,471
+87,334
| +193% | +$23.6M |
2013 Q2
18 quarters
|
|
416
Fastenal
FAST
$57.8B
| $41.4M | 0.04% |
3,031,528
+31,416
| +1% | +$389K |
2013 Q2
18 quarters
|
|
|
CTXS
417
DELISTED
Citrix Systems Inc
CTXS
| $41.4M | 0.04% |
470,464
+126,887
| +37% | +$10.7M |
2013 Q2
18 quarters
|
|
418
Nuveen Quality Municipal Income Fund
NAD
$2.41B
| $41.4M | 0.04% |
2,942,780
+433,351
| +17% | +$6.08M |
2017 Q2
2 quarters
|
|
419
NOV
NOV
$6.64B
| $41.3M | 0.04% |
1,147,436
+25,291
| +2% | +$856K |
2013 Q2
18 quarters
|
|
420
Lloyds Banking Group
LYG
$78.4B
| $41M | 0.04% |
10,925,015
+1,136,232
| +12% | +$4.1M |
2013 Q2
18 quarters
|
|
421
Huntington Ingalls Industries
HII
$10.5B
| $40.9M | 0.04% |
173,382
+6,497
| +4% | +$1.53M |
2013 Q2
18 quarters
|
|
422
GSK
GSK
$98.2B
| $40.8M | 0.04% |
921,099
-240,875
| -21% | -$11.1M |
2013 Q2
18 quarters
|
|
423
Oneok
OKE
$57.1B
| $40.8M | 0.04% |
763,054
-51,394
| -6% | -$2.74M |
2013 Q2
18 quarters
|
|
424
Alcoa
AA
$10.7B
| $40.7M | 0.04% |
755,943
+142,637
| +23% | +$6.52M |
2013 Q2
18 quarters
|
|
425
Cemex
CX
$14.5B
| $40.6M | 0.04% |
5,413,798
+1,701,665
| +46% | +$13.5M |
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.