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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 | |
|---|---|---|---|---|---|---|---|
|
KYO
601
DELISTED
Kyocera Adr
KYO
| $25M | 0.03% |
381,948
+29,536
| +8% | +$2M |
2013 Q2
18 quarters
|
|
602
Campbell Soup
CPB
$5.94B
| $25M | 0.02% |
519,708
+196,116
| +61% | +$9.32M |
2013 Q2
18 quarters
|
|
603
MPLX
MPLX
$58.6B
| $25M | 0.02% |
704,145
-30,100
| -4% | -$1.06M |
2015 Q4
8 quarters
|
|
604
Macerich
MAC
$6.52B
| $25M | 0.02% |
380,257
+123,866
| +48% | +$7.58M |
2013 Q2
18 quarters
|
|
605
ArcelorMittal
MT
$47.4B
| $24.9M | 0.02% |
770,790
+28,001
| +4% | +$829K |
2013 Q2
18 quarters
|
|
606
AGCO
AGCO
$7.25B
| $24.9M | 0.02% |
348,545
-8,988
| -3% | -$641K |
2013 Q2
18 quarters
|
|
607
Raymond James Financial
RJF
$30.1B
| $24.8M | 0.02% |
417,296
+149,868
| +56% | +$8.64M |
2013 Q2
18 quarters
|
|
608
Suncor Energy
SU
$90.6B
| $24.6M | 0.02% |
670,943
+23,211
| +4% | +$806K |
2013 Q2
18 quarters
|
|
|
BBBY
609
DELISTED
Bed Bath & Beyond Inc
BBBY
| $24.6M | 0.02% |
1,118,339
+335,402
| +43% | +$7.28M |
2013 Q2
18 quarters
|
|
610
NetEase
NTES
$80.8B
| $24.6M | 0.02% |
355,760
+201,160
| +130% | +$12.6M |
2013 Q2
18 quarters
|
|
611
DELISTED
RELX N.V.
RENX
| $24.4M | 0.02% |
1,057,360
+75,028
| +8% | +$1.68M |
2013 Q2
18 quarters
|
|
612
Ametek
AME
$57B
| $24.4M | 0.02% |
336,394
+21,080
| +7% | +$1.47M |
2013 Q2
18 quarters
|
|
|
ETP
613
DELISTED
Energy Transfer Partners, L.P.
ETP
| $24.1M | 0.02% |
1,346,484
-43,858
| -3% | -$757K |
2013 Q2
18 quarters
|
|
614
Cabot Corp
CBT
$3.86B
| $24M | 0.02% |
390,181
+4,148
| +1% | +$249K |
2013 Q2
18 quarters
|
|
615
Norwegian Cruise Line
NCLH
$6.95B
| $24M | 0.02% |
451,267
-1,369
| -0.3% | -$75.8K |
2014 Q2
14 quarters
|
|
|
DASTY
616
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
| $23.9M | 0.02% |
225,016
+7,991
| +4% | +$847K |
2015 Q4
8 quarters
|
|
617
Lamb Weston
LW
$7.34B
| $23.8M | 0.02% |
421,959
-8,338
| -2% | -$439K |
2016 Q4
4 quarters
|
|
618
Deutsche Bank
DB
$61.3B
| $23.8M | 0.02% |
1,249,785
+201,772
| +19% | +$3.64M |
2013 Q2
18 quarters
|
|
619
DELISTED
Qorvo
QRVO
| $23.7M | 0.02% |
356,014
+26,780
| +8% | +$1.95M |
2015 Q1
11 quarters
|
|
|
UFS
620
DELISTED
DOMTAR CORPORATION (New)
UFS
| $23.6M | 0.02% |
476,634
+25,239
| +6% | +$1.17M |
2013 Q2
18 quarters
|
|
621
Willis Towers Watson
WTW
$29.1B
| $23.6M | 0.02% |
156,607
+12,519
| +9% | +$1.98M |
2013 Q2
18 quarters
|
|
622
POSCO
PKX
$16.7B
| $23.4M | 0.02% |
300,020
+16,654
| +6% | +$1.23M |
2013 Q2
18 quarters
|
|
|
WCG
623
DELISTED
Wellcare Health Plans, Inc.
WCG
| $23.4M | 0.02% |
116,544
+6,433
| +6% | +$1.25M |
2013 Q2
18 quarters
|
|
|
REP
624
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
| $23.3M | 0.02% |
1,316,862
+46,035
| +4% | +$816K |
2015 Q4
8 quarters
|
|
625
Grupo Cibest SA
CIB
$23B
| $23.3M | 0.02% |
587,991
+438,682
| +294% | +$17.7M |
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.