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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 | |
|---|---|---|---|---|---|---|---|
776
DELISTED
Orange
ORAN
| $17.4M | 0.02% |
1,000,281
-75,066
| -7% | -$1.25M |
2013 Q2
18 quarters
|
|
777
Hawaiian Electric Industries
HE
$1.48B
| $17.4M | 0.02% |
480,848
+45,595
| +10% | +$1.65M |
2013 Q2
18 quarters
|
|
778
Aimco
AIV
$247M
| $17.3M | 0.02% |
2,977,266
+200,229
| +7% | +$1.18M |
2013 Q2
18 quarters
|
|
779
Avnet
AVT
$7.4B
| $17.3M | 0.02% |
437,054
+23,473
| +6% | +$940K |
2013 Q2
18 quarters
|
|
780
Openlane
OPLN
$4.52B
| $17.2M | 0.02% |
900,317
+42,137
| +5% | +$780K |
2013 Q2
18 quarters
|
|
781
BlackRock Corporate High Yield Fund
HYT
$1.51B
| $17.2M | 0.02% |
1,571,139
+159,141
| +11% | +$1.77M |
2017 Q2
2 quarters
|
|
782
Ericsson
ERIC
$34.2B
| $17.2M | 0.02% |
2,572,261
+444,355
| +21% | +$2.77M |
2013 Q2
18 quarters
|
|
783
Cooper Companies
COO
$11B
| $17.2M | 0.02% |
315,080
+28,276
| +10% | +$1.65M |
2013 Q2
18 quarters
|
|
784
First Solar
FSLR
$18.6B
| $17.1M | 0.02% |
253,622
+47,924
| +23% | +$2.81M |
2013 Q2
18 quarters
|
|
|
VE
785
DELISTED
VEOLIA ENVIRONNEMENT
VE
| $17.1M | 0.02% |
669,329
-2,804
| -0.4% | -$71.5K |
2015 Q4
8 quarters
|
|
786
Bankunited
BKU
$2.99B
| $17.1M | 0.02% |
418,792
+181,878
| +77% | +$6.62M |
2013 Q2
18 quarters
|
|
787
H&R Block
HRB
$5.96B
| $17.1M | 0.02% |
650,367
+78,444
| +14% | +$2.04M |
2013 Q2
18 quarters
|
|
788
Valvoline
VVV
$4.01B
| $17M | 0.02% |
680,332
+179,332
| +36% | +$4.33M |
2016 Q4
4 quarters
|
|
|
CEO
789
DELISTED
CNOOC Limited
CEO
| $17M | 0.02% |
118,527
-6,257
| -5% | -$848K |
2013 Q2
18 quarters
|
|
790
Toll Brothers
TOL
$12.3B
| $17M | 0.02% |
354,150
+50,983
| +17% | +$2.35M |
2013 Q2
18 quarters
|
|
791
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.36B
| $17M | 0.02% |
1,300,253
+231,138
| +22% | +$3.09M |
2017 Q2
2 quarters
|
|
792
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
| $17M | 0.02% |
598,415
-43,478
| -7% | -$1.23M |
2015 Q4
8 quarters
|
|
|
FLIR
793
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $16.9M | 0.02% |
363,370
+36,957
| +11% | +$1.69M |
2013 Q2
18 quarters
|
|
794
Coty
COTY
$2.82B
| $16.9M | 0.02% |
848,398
+398,991
| +89% | +$6.81M |
2014 Q1
15 quarters
|
|
795
Banco Santander Chile
BSAC
$15.4B
| $16.8M | 0.02% |
538,208
+372,406
| +225% | +$11.2M |
2013 Q2
18 quarters
|
|
|
VER
796
DELISTED
VEREIT, Inc.
VER
| $16.8M | 0.02% |
431,030
+80,341
| +23% | +$3.22M |
2013 Q2
18 quarters
|
|
|
SAFM
797
DELISTED
Sanderson Farms Inc
SAFM
| $16.8M | 0.02% |
120,906
+17,685
| +17% | +$2.73M |
2013 Q2
18 quarters
|
|
798
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $16.7M | 0.02% |
1,116,380
+1,020,939
| +1,070% | +$16.2M |
2015 Q4
8 quarters
|
|
799
InterContinental Hotels
IHG
$24.5B
| $16.7M | 0.02% |
250,442
+49,320
| +25% | +$2.98M |
2013 Q2
18 quarters
|
|
800
Wabtec
WAB
$48.4B
| $16.7M | 0.02% |
205,194
-6,297
| -3% | -$481K |
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.