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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 | |
|---|---|---|---|---|---|---|---|
|
FUJI
626
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
| $23.3M | 0.02% |
568,108
+5,786
| +1% | +$237K |
2015 Q4
8 quarters
|
|
627
DELISTED
Nordstrom
JWN
| $23.2M | 0.02% |
490,407
+7,770
| +2% | +$335K |
2013 Q2
18 quarters
|
|
628
Ball Corp
BALL
$16.9B
| $23.2M | 0.02% |
612,893
-29,454
| -5% | -$1.2M |
2013 Q2
18 quarters
|
|
629
Ambev
ABEV
$50.7B
| $23.2M | 0.02% |
3,590,941
+2,126,282
| +145% | +$13.6M |
2013 Q4
16 quarters
|
|
630
abrdn Total Dynamic Dividend Fund
AOD
$1.07B
| $23.1M | 0.02% |
2,441,852
+180,061
| +8% | +$1.64M |
2017 Q2
2 quarters
|
|
|
MITSY
631
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
| $23.1M | 0.02% |
70,669
+3,359
| +5% | +$1.1M |
2015 Q4
8 quarters
|
|
632
Bio-Rad Laboratories Class A
BIO
$9.62B
| $23M | 0.02% |
96,482
+827
| +0.9% | +$200K |
2013 Q2
18 quarters
|
|
633
Thor Industries
THO
$3.71B
| $22.9M | 0.02% |
152,199
+22,612
| +17% | +$3.14M |
2013 Q2
18 quarters
|
|
634
Compañía de Minas Buenaventura
BVN
$7.87B
| $22.9M | 0.02% |
1,626,927
+1,502,179
| +1,204% | +$20.8M |
2013 Q2
18 quarters
|
|
635
Akamai
AKAM
$12.7B
| $22.9M | 0.02% |
351,714
+39,627
| +13% | +$2.19M |
2013 Q2
18 quarters
|
|
636
Manulife Financial
MFC
$73.5B
| $22.8M | 0.02% |
1,094,056
+15,154
| +1% | +$315K |
2013 Q2
18 quarters
|
|
637
BWX Technologies
BWXT
$12.7B
| $22.8M | 0.02% |
376,726
-49,193
| -12% | -$2.97M |
2013 Q2
18 quarters
|
|
|
LM
638
DELISTED
Legg Mason, Inc.
LM
| $22.8M | 0.02% |
542,510
-19,051
| -3% | -$748K |
2013 Q2
18 quarters
|
|
639
DELISTED
Six Flags Entertainment Corp.
SIX
| $22.8M | 0.02% |
341,895
+36,277
| +12% | +$2.32M |
2013 Q2
18 quarters
|
|
640
KB Financial Group
KB
$42.1B
| $22.7M | 0.02% |
388,758
+37,018
| +11% | +$1.97M |
2013 Q2
18 quarters
|
|
641
Alliant Energy
LNT
$17.6B
| $22.7M | 0.02% |
532,340
+21,217
| +4% | +$925K |
2013 Q2
18 quarters
|
|
642
Hasbro
HAS
$13.9B
| $22.6M | 0.02% |
248,565
+35,742
| +17% | +$3.35M |
2013 Q2
18 quarters
|
|
643
FTI Consulting
FCN
$4.08B
| $22.6M | 0.02% |
525,076
+444,975
| +556% | +$18.2M |
2013 Q2
18 quarters
|
|
644
Perrigo
PRGO
$2.3B
| $22.5M | 0.02% |
258,031
+28,916
| +13% | +$2.48M |
2013 Q2
18 quarters
|
|
645
Pentair
PNR
$8.6B
| $22.4M | 0.02% |
472,674
+5,537
| +1% | +$259K |
2013 Q2
18 quarters
|
|
646
Marvell Technology
MRVL
$210B
| $22.4M | 0.02% |
1,042,630
+98,641
| +10% | +$2.01M |
2013 Q2
18 quarters
|
|
647
APA Corp
APA
$16.7B
| $22.4M | 0.02% |
529,994
-119,607
| -18% | -$5.03M |
2013 Q2
18 quarters
|
|
648
Plains All American Pipeline
PAA
$17.8B
| $22.4M | 0.02% |
1,083,723
-44,668
| -4% | -$910K |
2013 Q2
18 quarters
|
|
649
SEI Investments
SEIC
$12.7B
| $22.3M | 0.02% |
310,913
+4,007
| +1% | +$268K |
2013 Q2
18 quarters
|
|
650
Vornado Realty Trust
VNO
$6.27B
| $22.3M | 0.02% |
285,591
-2,354
| -0.8% | -$180K |
2013 Q2
18 quarters
|
|
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BAM
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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.