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Parametric Portfolio Associates

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
Cap. Flow
+$2.84B
Cap. Flow %
2.83%
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
IVV icon
iShares Core S&P 500 ETF
IVV
+$417M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$124M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$116M
4
WFC icon
Wells Fargo
WFC
+$115M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$99.8M

Top Sells

Rank Stock Value
1
GE icon
GE Aerospace
GE
+$71.9M
2
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$71.8M
3
BCR
CR Bard Inc.
BCR
+$60.5M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$49.3M
5
CVS icon
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
CSGP icon
801
CoStar Group
CSGP
$13.1B
$16.7M 0.02%
562,590
+163,980
+41% +$4.8M
2013 Q2
18 quarters
LUX icon
802
DELISTED
Luxottica Group
LUX
$16.7M 0.02%
272,819
+12,029
+5% +$736K
2013 Q2
18 quarters
GRFS icon
803
Grifois
GRFS
$5.2B
$16.7M 0.02%
727,599
+56,995
+8% +$1.27M
2013 Q2
18 quarters
SEE icon
804
DELISTED
Sealed Air
SEE
$16.6M 0.02%
337,159
-1,388
-0.4% -$63.8K
2013 Q2
18 quarters
CLB icon
805
Core Laboratories
CLB
$459M
$16.6M 0.02%
151,581
+38,812
+34% +$3.87M
2013 Q2
18 quarters
CAKE icon
806
Cheesecake Factory
CAKE
$5.72B
$16.6M 0.02%
344,225
+192,393
+127% +$8.74M
2013 Q2
18 quarters
FBIN icon
807
Fortune Brands Innovations
FBIN
$4.78B
$16.6M 0.02%
283,203
+133
+0% +$7.55K
2013 Q2
18 quarters
ODFL icon
808
Old Dominion Freight Line
ODFL
$38.9B
$16.5M 0.02%
376,491
+99,678
+36% +$4.01M
2013 Q2
18 quarters
FFIV icon
809
F5
FFIV
$25B
$16.4M 0.02%
124,676
+4,487
+4% +$557K
2013 Q2
18 quarters
FLG icon
810
Flagstar Bank National Association
FLG
$4.6B
$16.4M 0.02%
418,734
+133,948
+47% +$5.18M
2013 Q2
18 quarters
RRC icon
811
Range Resources
RRC
$10.1B
$16.3M 0.02%
954,728
-11,387
-1% -$205K
2013 Q2
18 quarters
ICLR icon
812
Icon
ICLR
$13.1B
$16.3M 0.02%
144,898
-3,840
-3% -$442K
2013 Q2
18 quarters
RMD icon
813
ResMed
RMD
$33.6B
$16.2M 0.02%
191,626
-4,813
-2% -$398K
2013 Q2
18 quarters
MMS icon
814
Maximus
MMS
$3.22B
$16M 0.02%
224,166
-6,078
-3% -$409K
2013 Q2
18 quarters
ANF icon
815
Abercrombie & Fitch
ANF
$6.5B
$16M 0.02%
917,287
+125,618
+16% +$1.91M
2013 Q2
18 quarters
NWG icon
816
NatWest
NWG
$69.3B
$15.9M 0.02%
1,936,836
+151,022
+8% +$1.21M
2013 Q2
18 quarters
AMCR icon
817
DELISTED
AMCOR LTD ADR
AMCR
$15.9M 0.02%
331,820
+39,566
+14% +$1.9M
2015 Q4
8 quarters
GHY icon
818
PGIM Global High Yield Fund
GHY
$439M
$15.9M 0.02%
1,102,226
+331,145
+43% +$4.84M
2017 Q2
2 quarters
RL icon
819
Ralph Lauren
RL
$23B
$15.9M 0.02%
153,046
+7,255
+5% +$670K
2013 Q2
18 quarters
INFO icon
820
DELISTED
IHS Markit Ltd. Common Shares
INFO
$15.8M 0.02%
349,946
+105,983
+43% +$4.68M
2016 Q3
5 quarters
ARDC icon
821
Are Dynamic Credit Allocation Fund
ARDC
$272M
$15.8M 0.02%
961,374
+127,810
+15% +$2.09M
2017 Q2
2 quarters
EON
822
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$15.7M 0.02%
1,445,709
+167,011
+13% +$1.82M
2015 Q4
8 quarters
ADNT icon
823
Adient
ADNT
$1.38B
$15.7M 0.02%
199,637
+47,101
+31% +$3.8M
2016 Q4
4 quarters
UDR icon
824
UDR
UDR
$11B
$15.7M 0.02%
407,643
+51,615
+14% +$2.01M
2013 Q2
18 quarters
FLS icon
825
Flowserve
FLS
$8.96B
$15.6M 0.02%
371,406
+10,848
+3% +$454K
2013 Q2
18 quarters
31 32
33
34 35

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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.