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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 | |
|---|---|---|---|---|---|---|---|
251
International Paper
IP
$18.1B
| $47.7M | 0.07% |
992,510
-1,372,660
| -58% | -$68.8M |
2013 Q2
15 quarters
|
|
252
Equinix
EQIX
$98.3B
| $47.5M | 0.07% |
118,584
-138,133
| -54% | -$52.5M |
2013 Q2
15 quarters
|
|
|
BF
253
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
| $47.4M | 0.07% |
477,928
+94,079
| +25% | +$9.33M |
2015 Q4
5 quarters
|
|
254
Welltower
WELL
$169B
| $47M | 0.07% |
663,329
+57,973
| +10% | +$3.91M |
2013 Q2
15 quarters
|
|
255
Sherwin-Williams
SHW
$81.8B
| $46.8M | 0.07% |
453,015
-537,177
| -54% | -$54.1M |
2013 Q2
15 quarters
|
|
256
Corpay
CPAY
$26.7B
| $46.7M | 0.07% |
308,379
+6,665
| +2% | +$1.04M |
2013 Q2
15 quarters
|
|
257
Cardinal Health
CAH
$58.7B
| $46.5M | 0.07% |
570,133
-175,135
| -23% | -$13.8M |
2013 Q2
15 quarters
|
|
258
KeyCorp
KEY
$21.3B
| $46.3M | 0.07% |
2,604,408
-3,027,392
| -54% | -$55.4M |
2013 Q2
15 quarters
|
|
259
O'Reilly Automotive
ORLY
$71.6B
| $46.2M | 0.07% |
2,568,750
-48,855
| -2% | -$882K |
2013 Q2
15 quarters
|
|
260
Delta Air Lines
DAL
$51.4B
| $46M | 0.07% |
1,001,914
-2,054,431
| -67% | -$100M |
2013 Q2
15 quarters
|
|
|
WBK
261
DELISTED
Westpac Banking Corporation
WBK
| $45.9M | 0.07% |
1,717,559
+236,249
| +16% | +$6.01M |
2013 Q2
15 quarters
|
|
262
Cencora
COR
$65.2B
| $45.9M | 0.07% |
518,097
-385,511
| -43% | -$33.9M |
2013 Q2
15 quarters
|
|
263
PACCAR
PCAR
$58.3B
| $45.8M | 0.07% |
1,022,471
-98,004
| -9% | -$4.41M |
2013 Q2
15 quarters
|
|
264
AstraZeneca
AZN
$259B
| $45.6M | 0.07% |
732,036
+183,392
| +33% | +$10.7M |
2013 Q2
15 quarters
|
|
265
Estee Lauder
EL
$38.8B
| $45.4M | 0.07% |
535,289
-106,029
| -17% | -$8.76M |
2013 Q2
15 quarters
|
|
266
Invesco
IVZ
$12.7B
| $45.4M | 0.07% |
1,480,845
-91,077
| -6% | -$2.85M |
2013 Q2
15 quarters
|
|
267
MSCI
MSCI
$41.8B
| $45.1M | 0.07% |
464,082
+123,365
| +36% | +$11.2M |
2013 Q2
15 quarters
|
|
|
BHI
268
DELISTED
Baker Hughes
BHI
| $45M | 0.07% |
752,053
-34,791
| -4% | -$2.12M |
2013 Q2
15 quarters
|
|
269
Copa Holdings
CPA
$5.47B
| $44.9M | 0.07% |
400,108
-14,446
| -3% | -$1.47M |
2013 Q2
15 quarters
|
|
270
DELISTED
AvalonBay Communities
AVB
| $44.7M | 0.07% |
243,637
+7,948
| +3% | +$1.43M |
2013 Q2
15 quarters
|
|
271
DELISTED
Electronic Arts
EA
| $44.5M | 0.07% |
497,391
-598,889
| -55% | -$51M |
2013 Q2
15 quarters
|
|
272
DELISTED
BAYER AG SPONS ADR
BAY
| $43.8M | 0.07% |
379,801
+68,275
| +22% | +$7.87M |
2015 Q4
5 quarters
|
|
273
Diageo
DEO
$52.3B
| $43.6M | 0.07% |
377,124
+37,604
| +11% | +$4.22M |
2013 Q2
15 quarters
|
|
274
Middleby
MIDD
$4.91B
| $43.6M | 0.07% |
319,314
+131,643
| +70% | +$17.9M |
2013 Q2
15 quarters
|
|
275
Sempra
SRE
$53.6B
| $43.5M | 0.07% |
788,010
+10,598
| +1% | +$563K |
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.