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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 | |
|---|---|---|---|---|---|---|---|
676
Iron Mountain
IRM
$33.4B
| $21.1M | 0.02% |
559,776
+31,086
| +6% | +$1.23M |
2013 Q2
18 quarters
|
|
677
iShares MSCI South Korea ETF
EWY
$21.4B
| $21M | 0.02% |
280,886
-3,496
| -1% | -$258K |
2013 Q2
18 quarters
|
|
678
DELISTED
ProAssurance
PRA
| $21M | 0.02% |
368,140
-21,476
| -6% | -$1.25M |
2013 Q2
18 quarters
|
|
|
CPN
679
DELISTED
Calpine Corporation
CPN
| $21M | 0.02% |
1,388,558
+9,645
| +0.7% | +$145K |
2013 Q2
18 quarters
|
|
|
KUB
680
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
| $20.9M | 0.02% |
212,294
+10,659
| +5% | +$1.05M |
2015 Q4
8 quarters
|
|
681
ENI
E
$84.6B
| $20.9M | 0.02% |
629,853
+23,130
| +4% | +$762K |
2013 Q2
18 quarters
|
|
682
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
| $20.9M | 0.02% |
1,500,674
+215,657
| +17% | +$3.03M |
2017 Q2
2 quarters
|
|
683
Teva Pharmaceutical Industries Limited
TEVA
$48.4B
| $20.8M | 0.02% |
1,100,205
+357,818
| +48% | +$5.38M |
2013 Q2
18 quarters
|
|
684
CDW
CDW
$18.8B
| $20.8M | 0.02% |
299,305
-14,073
| -4% | -$968K |
2014 Q4
12 quarters
|
|
685
Harley-Davidson
HOG
$2.8B
| $20.7M | 0.02% |
406,839
-79,539
| -16% | -$3.87M |
2013 Q2
18 quarters
|
|
686
International Flavors & Fragrances
IFF
$23.1B
| $20.7M | 0.02% |
135,496
+25,428
| +23% | +$3.82M |
2013 Q2
18 quarters
|
|
|
SVC
687
Service Properties Trust
SVC
$794M
| $20.6M | 0.02% |
137,850
-12,879
| -9% | -$1.89M |
2013 Q2
18 quarters
|
|
688
Morningstar
MORN
$7.74B
| $20.5M | 0.02% |
211,712
+2,543
| +1% | +$229K |
2013 Q2
18 quarters
|
|
689
Avis
CAR
$3.62B
| $20.5M | 0.02% |
467,709
-60,754
| -11% | -$2.42M |
2013 Q2
18 quarters
|
|
690
Canadian Imperial Bank of Commerce
CM
$102B
| $20.4M | 0.02% |
418,910
-5,152
| -1% | -$235K |
2013 Q2
18 quarters
|
|
691
Trimble
TRMB
$13.9B
| $20.4M | 0.02% |
502,042
+47,640
| +10% | +$1.95M |
2013 Q2
18 quarters
|
|
692
Genpact
G
$6.23B
| $20.4M | 0.02% |
641,652
-10,756
| -2% | -$333K |
2013 Q2
18 quarters
|
|
693
Regency Centers
REG
$13.4B
| $20.4M | 0.02% |
294,256
+11,588
| +4% | +$765K |
2013 Q2
18 quarters
|
|
694
Aegon
AEG
$12.3B
| $20.4M | 0.02% |
3,972,130
+43,245
| +1% | +$211K |
2013 Q2
18 quarters
|
|
|
NSANY
695
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
| $20.3M | 0.02% |
1,021,995
-87,179
| -8% | -$1.73M |
2015 Q4
8 quarters
|
|
696
Ryder
R
$9.13B
| $20.3M | 0.02% |
241,294
+30,345
| +14% | +$2.48M |
2013 Q2
18 quarters
|
|
697
Bunge Global
BG
$20.4B
| $20.2M | 0.02% |
301,649
-40,394
| -12% | -$2.75M |
2013 Q2
18 quarters
|
|
698
DELISTED
Skechers
SKX
| $20.1M | 0.02% |
530,936
+100,074
| +23% | +$3.24M |
2013 Q2
18 quarters
|
|
699
BCE
BCE
$18.9B
| $20.1M | 0.02% |
418,317
+236,788
| +130% | +$11.3M |
2013 Q2
18 quarters
|
|
700
CNO Financial Group
CNO
$5.06B
| $20M | 0.02% |
811,839
+127,315
| +19% | +$3.11M |
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.