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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
+5.94%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$65.5B
AUM Growth
-$6.37B
(-8.9%)
Cap. Flow
-$9.98B
Cap. Flow
% of AUM
-15.24%
Top 10 Holdings %
Top 10 Hldgs %
14.15%
Holding
3,929
New
153
Increased
2,078
Reduced
1,512
Closed
156
Avg Time Held Equity + Options
2.7
years
Top 10 Avg Time Held Equity + Options
2.4
years
Top 20 Avg Time Held Equity + Options
2.4
years
Avg Time Held Equity only
2.7
years
Top 10 Avg Time Held Equity only
2.4
years
Top 20 Avg Time Held Equity only
2.4
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$259M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$111M |
| 3 |
Enbridge
ENB
|
+$48.8M |
| 4 |
Vanguard Morningstar Mid-Cap ETF
VO
|
+$39.4M |
| 5 |
Philip Morris
PM
|
+$39.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$256M |
| 2 |
Vanguard S&P 500 ETF
VOO
|
+$253M |
| 3 |
JPMorgan Chase
JPM
|
+$226M |
| 4 |
Johnson & Johnson
JNJ
|
+$206M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$176M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 14.79% |
| 2 | Financials | 14.2% |
| 3 | Technology | 12.77% |
| 4 | Healthcare | 10.87% |
| 5 | Industrials | 9.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
226
Amphenol
APH
$201B
| $51.4M | 0.08% |
5,778,968
-1,226,352
| -18% | -$10.6M |
2013 Q2
15 quarters
|
|
227
Consolidated Edison
ED
$40.6B
| $51.3M | 0.08% |
660,015
-380,478
| -37% | -$28.6M |
2013 Q2
15 quarters
|
|
228
Public Service Enterprise Group
PEG
$35B
| $50.9M | 0.08% |
1,146,576
-1,004,061
| -47% | -$44.3M |
2013 Q2
15 quarters
|
|
229
Stanley Black & Decker
SWK
$14B
| $50.8M | 0.08% |
382,475
-44,888
| -11% | -$5.63M |
2013 Q2
15 quarters
|
|
230
Ameriprise Financial
AMP
$44.4B
| $50.7M | 0.08% |
390,731
-257,930
| -40% | -$31.9M |
2013 Q2
15 quarters
|
|
231
DELISTED
Unilever NV New York Registry Shares
UN
| $50.6M | 0.08% |
1,018,462
+158,727
| +18% | +$7.11M |
2013 Q2
15 quarters
|
|
232
Clorox
CLX
$10.4B
| $50.5M | 0.08% |
374,244
-99,675
| -21% | -$12.9M |
2013 Q2
15 quarters
|
|
233
Freeport-McMoran
FCX
$101B
| $49.9M | 0.08% |
3,732,510
-2,180,410
| -37% | -$31.3M |
2013 Q2
15 quarters
|
|
234
Liberty Global Class C
LBTYK
$2.69B
| $49.8M | 0.08% |
1,421,225
-257,941
| -15% | -$8.89M |
2013 Q2
15 quarters
|
|
235
IQVIA
IQV
$44.6B
| $49.8M | 0.08% |
618,258
-395,498
| -39% | -$30.9M |
2013 Q2
15 quarters
|
|
236
Regeneron Pharmaceuticals
REGN
$82B
| $49.7M | 0.08% |
128,189
-7,453
| -5% | -$2.76M |
2013 Q2
15 quarters
|
|
237
Boston Scientific
BSX
$64B
| $49.6M | 0.08% |
1,995,078
-322,256
| -14% | -$7.84M |
2013 Q2
15 quarters
|
|
238
Constellation Brands
STZ
$21.9B
| $49.6M | 0.08% |
306,102
-243,400
| -44% | -$37.9M |
2013 Q2
15 quarters
|
|
239
Prologis
PLD
$121B
| $49.6M | 0.08% |
955,865
-125,915
| -12% | -$6.41M |
2013 Q2
15 quarters
|
|
240
GSK
GSK
$98.2B
| $49.5M | 0.08% |
939,341
+132,751
| +16% | +$6.73M |
2013 Q2
15 quarters
|
|
241
Baxter International
BAX
$13.3B
| $49.5M | 0.08% |
954,417
-521,023
| -35% | -$25.6M |
2013 Q2
15 quarters
|
|
242
Omnicom Group
OMC
$22.1B
| $49.4M | 0.08% |
573,222
-538,281
| -48% | -$45.9M |
2013 Q2
15 quarters
|
|
243
Yum! Brands
YUM
$41.2B
| $49.4M | 0.08% |
772,594
-115,753
| -13% | -$7.54M |
2013 Q2
15 quarters
|
|
244
Bunge Global
BG
$20.6B
| $49.2M | 0.08% |
620,563
+71,025
| +13% | +$5.32M |
2013 Q2
15 quarters
|
|
245
PG&E
PCG
$38.9B
| $48.8M | 0.07% |
735,529
-136,091
| -16% | -$8.68M |
2013 Q2
15 quarters
|
|
246
Western Digital
WDC
$133B
| $48.7M | 0.07% |
780,245
-187,709
| -19% | -$10.8M |
2013 Q2
15 quarters
|
|
247
Baidu
BIDU
$28.1B
| $48.7M | 0.07% |
282,013
+33,767
| +14% | +$5.94M |
2013 Q2
15 quarters
|
|
248
Carnival Corporation Ltd
CCL
$35.6B
| $48M | 0.07% |
815,069
+191,759
| +31% | +$10.7M |
2013 Q2
15 quarters
|
|
249
AB InBev
BUD
$160B
| $47.9M | 0.07% |
436,800
-46,035
| -10% | -$4.95M |
2013 Q2
15 quarters
|
|
250
Archer Daniels Midland
ADM
$40B
| $47.9M | 0.07% |
1,039,732
-440,442
| -30% | -$19.7M |
2013 Q2
15 quarters
|
|
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Parametric Portfolio Associates's Q1 2017 Portfolio in Review
As of Q1 2017, Parametric Portfolio Associates held 3,929 positions worth $65.5B, down 8.9% from $71.8B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Parametric Portfolio Associates withdrew a net $9.98B in Q1 2017, closing 156 positions and reducing 1,512 holdings. Its most notable exit was Spectra Energy Corp Wi, an estimated $62.4M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 15% of assets, up from 12% a quarter earlier, followed by Financials and Technology.
Against the trend, Parametric Portfolio Associates opened a new position in Vanguard Morningstar Mid-Cap ETF worth $39.9M.
- Parametric Portfolio Associates's largest Q1 2017 buy was Vanguard Morningstar Mid-Cap ETF: 1,147,252 shares worth $39.9M.
- Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q1 2017, an estimated $259M increase.
- Parametric Portfolio Associates's biggest Q1 2017 reduction was Microsoft, cutting an estimated $256M.
- Parametric Portfolio Associates fully exited Spectra Energy Corp Wi in Q1 2017, selling an estimated $62.4M.
- Parametric Portfolio Associates's ten largest holdings make up 14% of its $65.5B portfolio in Q1 2017.
- Parametric Portfolio Associates opened 153 new positions and closed 156 in Q1 2017.
- Parametric Portfolio Associates's portfolio value fell 8.9% quarter-over-quarter to $65.5B.
Based on Parametric Portfolio Associates's 13F filing for Q1 2017, filed 8 May 2017.