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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 | |
|---|---|---|---|---|---|---|---|
476
Lennar Class A
LEN
$18.5B
| $35.2M | 0.04% |
575,224
+72,845
| +15% | +$4.14M |
2013 Q2
18 quarters
|
|
477
Magna International
MGA
$17.8B
| $35M | 0.03% |
617,009
-13,116
| -2% | -$721K |
2013 Q2
18 quarters
|
|
478
NVR
NVR
$15.8B
| $34.9M | 0.03% |
9,953
+942
| +10% | +$3.07M |
2014 Q4
12 quarters
|
|
479
Textron
TXT
$12.9B
| $34.9M | 0.03% |
615,940
+39,995
| +7% | +$2.18M |
2013 Q2
18 quarters
|
|
480
ORIX
IX
$39.3B
| $34.8M | 0.03% |
2,053,390
+188,325
| +10% | +$3.19M |
2013 Q2
18 quarters
|
|
481
Owens Corning
OC
$8.99B
| $34.6M | 0.03% |
376,443
-647
| -0.2% | -$54.5K |
2013 Q2
18 quarters
|
|
482
Masco
MAS
$14.3B
| $34.4M | 0.03% |
783,960
+47,149
| +6% | +$1.92M |
2013 Q2
18 quarters
|
|
|
CAJ
483
DELISTED
Canon, Inc.
CAJ
| $34.2M | 0.03% |
915,706
+72,225
| +9% | +$2.7M |
2013 Q2
18 quarters
|
|
|
LLL
484
DELISTED
L3 Technologies, Inc.
LLL
| $34.1M | 0.03% |
172,573
-8,323
| -5% | -$1.58M |
2013 Q2
18 quarters
|
|
|
NAB
485
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
| $34.1M | 0.03% |
2,978,044
-97,513
| -3% | -$1.12M |
2015 Q4
8 quarters
|
|
486
LKQ Corp
LKQ
$5.66B
| $34.1M | 0.03% |
838,906
+73,578
| +10% | +$2.82M |
2013 Q2
18 quarters
|
|
|
MMP
487
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $34.1M | 0.03% |
480,844
-21,388
| -4% | -$1.46M |
2013 Q2
18 quarters
|
|
488
Enterprise Products Partners
EPD
$76.8B
| $34M | 0.03% |
1,282,279
-62,163
| -5% | -$1.57M |
2013 Q2
18 quarters
|
|
489
RenaissanceRe
RNR
$14.3B
| $33.8M | 0.03% |
269,165
-39,262
| -13% | -$5.27M |
2013 Q2
18 quarters
|
|
490
Celanese
CE
$5.1B
| $33.8M | 0.03% |
315,270
+55,206
| +21% | +$5.87M |
2013 Q2
18 quarters
|
|
491
Packaging Corp of America
PKG
$20.7B
| $33.5M | 0.03% |
278,273
+6,704
| +2% | +$778K |
2013 Q2
18 quarters
|
|
492
Cintas
CTAS
$84.6B
| $33.4M | 0.03% |
856,676
+95,976
| +13% | +$3.65M |
2013 Q2
18 quarters
|
|
|
ETFC
493
DELISTED
E*Trade Financial Corporation
ETFC
| $33.2M | 0.03% |
670,432
-11,742
| -2% | -$539K |
2013 Q2
18 quarters
|
|
494
Western Union
WU
$1.94B
| $33.2M | 0.03% |
1,746,096
+29,956
| +2% | +$588K |
2013 Q2
18 quarters
|
|
495
Teradyne
TER
$53.7B
| $33.1M | 0.03% |
791,354
+71,408
| +10% | +$2.94M |
2013 Q2
18 quarters
|
|
496
Vanguard Real Estate ETF
VNQ
$36.7B
| $33.1M | 0.03% |
398,440
+4,628
| +1% | +$388K |
2013 Q2
18 quarters
|
|
497
Tesla
TSLA
$1.43T
| $32.7M | 0.03% |
1,577,490
+5,070
| +0.3% | +$110K |
2013 Q2
18 quarters
|
|
498
Molson Coors Class B
TAP
$7.28B
| $32.7M | 0.03% |
398,510
-13,577
| -3% | -$1.1M |
2013 Q2
18 quarters
|
|
499
JetBlue
JBLU
$1.19B
| $32.7M | 0.03% |
1,463,614
+184,494
| +14% | +$3.77M |
2013 Q2
18 quarters
|
|
500
DELISTED
Juniper Networks
JNPR
| $32.5M | 0.03% |
1,141,311
-14,299
| -1% | -$386K |
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.