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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 | |
|---|---|---|---|---|---|---|---|
426
Assurant
AIZ
$13.9B
| $40.5M | 0.04% |
402,040
+696
| +0.2% | +$68.8K |
2013 Q2
18 quarters
|
|
427
Viatris
VTRS
$20.9B
| $40.5M | 0.04% |
957,735
+416,769
| +77% | +$15.9M |
2013 Q2
18 quarters
|
|
428
UBS Group
UBS
$146B
| $40.3M | 0.04% |
2,191,344
+204,989
| +10% | +$3.56M |
2014 Q4
12 quarters
|
|
429
Idexx Laboratories
IDXX
$43.1B
| $40.1M | 0.04% |
256,637
+13,994
| +6% | +$2.2M |
2013 Q2
18 quarters
|
|
430
KLA
KLAC
$228B
| $40M | 0.04% |
3,809,460
+366,150
| +11% | +$3.86M |
2013 Q2
18 quarters
|
|
431
Infosys
INFY
$49.1B
| $39.9M | 0.04% |
4,924,198
+3,196,346
| +185% | +$24.3M |
2013 Q2
18 quarters
|
|
432
Enbridge
ENB
$104B
| $39.8M | 0.04% |
1,017,586
-29,585
| -3% | -$1.14M |
2013 Q2
18 quarters
|
|
|
AXA
433
DELISTED
AXA ADS (1 ORD SHS)
AXA
| $39.8M | 0.04% |
1,340,418
-14,148
| -1% | -$420K |
2015 Q4
8 quarters
|
|
434
AerCap
AER
$22.9B
| $39.6M | 0.04% |
753,356
+17,347
| +2% | +$903K |
2013 Q2
18 quarters
|
|
435
T-Mobile US
TMUS
$168B
| $39.6M | 0.04% |
623,237
+36,320
| +6% | +$2.22M |
2013 Q2
18 quarters
|
|
436
Republic Services
RSG
$70.3B
| $39.2M | 0.04% |
580,514
+38,544
| +7% | +$2.48M |
2013 Q2
18 quarters
|
|
437
Las Vegas Sands
LVS
$24.8B
| $39M | 0.04% |
560,594
+17,452
| +3% | +$1.16M |
2013 Q2
18 quarters
|
|
438
Banco Bradesco
BBD
$45B
| $38.8M | 0.04% |
6,658,611
+365,194
| +6% | +$2.19M |
2013 Q2
18 quarters
|
|
439
DELISTED
Kellanova
K
| $38.8M | 0.04% |
607,987
-77,066
| -11% | -$4.64M |
2013 Q2
18 quarters
|
|
|
ANZ
440
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
| $38.8M | 0.04% |
1,736,733
-4,268
| -0.2% | -$95.3K |
2015 Q4
8 quarters
|
|
441
Sony
SONY
$144B
| $38.8M | 0.04% |
4,312,780
+206,130
| +5% | +$1.77M |
2013 Q2
18 quarters
|
|
442
PBF Energy
PBF
$10.3B
| $38.7M | 0.04% |
1,091,360
+226,275
| +26% | +$6.99M |
2013 Q4
16 quarters
|
|
443
PG&E
PCG
$38.9B
| $38.6M | 0.04% |
861,908
-8,654
| -1% | -$485K |
2013 Q2
18 quarters
|
|
444
Huntsman Corp
HUN
$1.5B
| $38.6M | 0.04% |
1,160,589
+55,515
| +5% | +$1.7M |
2013 Q2
18 quarters
|
|
445
CBRE Group
CBRE
$39.2B
| $38.6M | 0.04% |
890,247
-50,370
| -5% | -$2.09M |
2013 Q2
18 quarters
|
|
446
Zions Bancorporation
ZION
$9.2B
| $38.6M | 0.04% |
758,522
-8,632
| -1% | -$413K |
2013 Q2
18 quarters
|
|
447
Amdocs
DOX
$6.34B
| $38.3M | 0.04% |
585,373
-29,588
| -5% | -$1.92M |
2013 Q2
18 quarters
|
|
448
Affiliated Managers Group
AMG
$9.91B
| $38.2M | 0.04% |
186,136
-3,058
| -2% | -$593K |
2013 Q2
18 quarters
|
|
449
Honda
HMC
$44.2B
| $38.2M | 0.04% |
1,120,973
+59,141
| +6% | +$1.91M |
2013 Q2
18 quarters
|
|
450
CF Industries
CF
$18.1B
| $38.2M | 0.04% |
897,967
-46,552
| -5% | -$1.76M |
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.