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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 | |
|---|---|---|---|---|---|---|---|
501
Alaska Air
ALK
$4.07B
| $32.5M | 0.03% |
441,773
-45,333
| -9% | -$3.22M |
2013 Q2
18 quarters
|
|
502
Mohawk Industries
MHK
$8.39B
| $32.4M | 0.03% |
117,601
+12,470
| +12% | +$3.35M |
2013 Q2
18 quarters
|
|
503
Teleflex
TFX
$5.43B
| $32.4M | 0.03% |
130,219
-3,236
| -2% | -$813K |
2013 Q2
18 quarters
|
|
504
Toronto Dominion Bank
TD
$196B
| $32M | 0.03% |
546,126
-11,050
| -2% | -$631K |
2013 Q2
18 quarters
|
|
505
Essex Property Trust
ESS
$17.3B
| $31.9M | 0.03% |
132,103
-6,176
| -4% | -$1.56M |
2013 Q2
18 quarters
|
|
506
Digital Realty Trust
DLR
$64.7B
| $31.8M | 0.03% |
279,562
+12,395
| +5% | +$1.46M |
2013 Q2
18 quarters
|
|
507
Loews
L
$22.2B
| $31.8M | 0.03% |
636,276
+47,693
| +8% | +$2.36M |
2013 Q2
18 quarters
|
|
508
Domino's
DPZ
$9.97B
| $31.8M | 0.03% |
168,161
-8,149
| -5% | -$1.51M |
2013 Q2
18 quarters
|
|
|
XEC
509
DELISTED
CIMAREX ENERGY CO
XEC
| $31.7M | 0.03% |
259,432
+530
| +0.2% | +$61.8K |
2013 Q2
18 quarters
|
|
510
American Water Works
AWK
$26.4B
| $31.6M | 0.03% |
345,455
+26,387
| +8% | +$2.33M |
2013 Q2
18 quarters
|
|
511
Cincinnati Financial
CINF
$25.7B
| $31.4M | 0.03% |
419,048
+13,829
| +3% | +$1.03M |
2013 Q2
18 quarters
|
|
|
SHPG
512
DELISTED
Shire pic
SHPG
| $31.3M | 0.03% |
202,067
+23,232
| +13% | +$3.44M |
2013 Q2
18 quarters
|
|
513
Annaly Capital Management
NLY
$13.9B
| $31.3M | 0.03% |
657,394
+39,311
| +6% | +$1.87M |
2013 Q2
18 quarters
|
|
514
Bank of Montreal
BMO
$115B
| $31.2M | 0.03% |
390,413
-11,561
| -3% | -$901K |
2013 Q2
18 quarters
|
|
515
Tapestry
TPR
$23.8B
| $31M | 0.03% |
701,187
+31,463
| +5% | +$1.3M |
2013 Q2
18 quarters
|
|
516
Berkshire Hathaway Class A
BRK.A
$1.13T
| $30.9M | 0.03% |
104
| – | – |
2014 Q4
12 quarters
|
|
517
Check Point Software Technologies
CHKP
$14.1B
| $30.9M | 0.03% |
298,651
+61,562
| +26% | +$6.69M |
2013 Q2
18 quarters
|
|
518
IDEX
IEX
$17.4B
| $30.9M | 0.03% |
233,971
-2,340
| -1% | -$301K |
2013 Q2
18 quarters
|
|
519
DELISTED
Hess
HES
| $30.7M | 0.03% |
647,213
-24,544
| -4% | -$1.11M |
2013 Q2
18 quarters
|
|
520
Stellantis
STLA
$12.6B
| $30.7M | 0.03% |
1,718,399
-66,317
| -4% | -$1.17M |
2014 Q4
12 quarters
|
|
521
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.6B
| $30.6M | 0.03% |
88,662
+323
| +0.4% | +$109K |
2016 Q4
4 quarters
|
|
522
Scotiabank
BNS
$111B
| $30.6M | 0.03% |
473,909
+1,407
| +0.3% | +$91.1K |
2013 Q2
18 quarters
|
|
|
XLNX
523
DELISTED
Xilinx Inc
XLNX
| $30.5M | 0.03% |
452,759
+15,063
| +3% | +$1.07M |
2013 Q2
18 quarters
|
|
|
PBCT
524
DELISTED
People's United Financial Inc
PBCT
| $30.4M | 0.03% |
1,628,206
+41,770
| +3% | +$774K |
2013 Q2
18 quarters
|
|
525
iShares Core S&P Total US Stock Market ETF
ITOT
$97.1B
| $30.4M | 0.03% |
497,816
+490,925
| +7,124% | +$29.3M |
2017 Q2
2 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.