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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 | |
|---|---|---|---|---|---|---|---|
551
Booz Allen Hamilton
BAH
$8.89B
| $28.4M | 0.03% |
744,762
+356,427
| +92% | +$13.5M |
2013 Q2
18 quarters
|
|
552
Robert Half
RHI
$3.53B
| $28.3M | 0.03% |
508,762
+23,688
| +5% | +$1.26M |
2013 Q2
18 quarters
|
|
553
FMC
FMC
$907M
| $28.3M | 0.03% |
344,131
-40,853
| -11% | -$3.28M |
2013 Q2
18 quarters
|
|
554
Brown-Forman Class B
BF.B
$13.4B
| $28.2M | 0.03% |
642,770
+18,354
| +3% | +$700K |
2013 Q2
18 quarters
|
|
555
DELISTED
Interpublic Group of Companies
IPG
| $28.2M | 0.03% |
1,398,534
-119,566
| -8% | -$2.38M |
2013 Q2
18 quarters
|
|
556
Ecopetrol
EC
$36.6B
| $28.1M | 0.03% |
1,922,467
+1,478,627
| +333% | +$17M |
2013 Q2
18 quarters
|
|
|
FRC
557
DELISTED
First Republic Bank
FRC
| $27.9M | 0.03% |
322,106
+22,439
| +7% | +$2.13M |
2013 Q2
18 quarters
|
|
558
Newell Brands
NWL
$2.51B
| $27.8M | 0.03% |
901,153
+51,329
| +6% | +$1.77M |
2013 Q2
18 quarters
|
|
559
Take-Two Interactive
TTWO
$38.9B
| $27.8M | 0.03% |
253,227
+31,370
| +14% | +$3.43M |
2013 Q2
18 quarters
|
|
560
PVH
PVH
$3.98B
| $27.7M | 0.03% |
201,919
+4,653
| +2% | +$608K |
2013 Q2
18 quarters
|
|
561
Cadence Design Systems
CDNS
$89.2B
| $27.7M | 0.03% |
661,595
-44,502
| -6% | -$1.91M |
2013 Q2
18 quarters
|
|
562
DELISTED
Carnival PLC
CUK
| $27.6M | 0.03% |
415,938
+38,692
| +10% | +$2.57M |
2013 Q2
18 quarters
|
|
|
XL
563
DELISTED
XL Group Ltd.
XL
| $27.2M | 0.03% |
772,889
+30,970
| +4% | +$1.2M |
2013 Q2
18 quarters
|
|
564
Aecom
ACM
$7.69B
| $27.2M | 0.03% |
730,939
+127,875
| +21% | +$4.65M |
2013 Q2
18 quarters
|
|
565
Canadian Pacific Kansas City
CP
$77.1B
| $27.1M | 0.03% |
741,455
+23,580
| +3% | +$822K |
2013 Q2
18 quarters
|
|
566
Kimco Realty
KIM
$15.4B
| $27M | 0.03% |
1,487,868
-84,626
| -5% | -$1.58M |
2013 Q2
18 quarters
|
|
|
NJ
567
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
| $26.9M | 0.03% |
766,051
+52,616
| +7% | +$1.85M |
2013 Q2
18 quarters
|
|
568
Healthpeak Properties
DOC
$13.2B
| $26.9M | 0.03% |
1,032,289
+277,094
| +37% | +$7.35M |
2013 Q2
18 quarters
|
|
569
DELISTED
Big Lots, Inc.
BIG
| $26.9M | 0.03% |
479,246
+50,415
| +12% | +$2.73M |
2013 Q2
18 quarters
|
|
|
SCG
570
DELISTED
Scana
SCG
| $26.9M | 0.03% |
676,262
+416,997
| +161% | +$18.6M |
2013 Q2
18 quarters
|
|
571
Oshkosh
OSK
$8.03B
| $26.9M | 0.03% |
295,529
-73,930
| -20% | -$6.48M |
2013 Q2
18 quarters
|
|
572
Murphy Oil
MUR
$5.82B
| $26.9M | 0.03% |
865,049
-41,500
| -5% | -$1.16M |
2013 Q2
18 quarters
|
|
573
Trinity Industries
TRN
$2.05B
| $26.8M | 0.03% |
994,124
-7,344
| -0.7% | -$183K |
2013 Q2
18 quarters
|
|
574
Bausch Health
BHC
$2.37B
| $26.8M | 0.03% |
1,290,027
+309,108
| +32% | +$4.9M |
2013 Q2
18 quarters
|
|
575
Canadian National Railway
CNI
$73.9B
| $26.8M | 0.03% |
324,491
+50,359
| +18% | +$4.06M |
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.