We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|---|
276
Fifth Third Bancorp
FITB
$45.7B
| $43.5M | 0.07% |
1,712,569
-1,313,704
| -43% | -$35M |
2013 Q2
15 quarters
|
|
277
Banco Bradesco
BBD
$45B
| $43.4M | 0.07% |
8,193,303
-1,301,305
| -14% | -$6.88M |
2013 Q2
15 quarters
|
|
278
Entergy
ETR
$49.7B
| $43.2M | 0.07% |
1,137,960
-1,302,454
| -53% | -$47.7M |
2013 Q2
15 quarters
|
|
279
Mitsubishi UFJ Financial
MUFG
$246B
| $43.2M | 0.07% |
6,809,205
+1,125,090
| +20% | +$7.36M |
2013 Q2
15 quarters
|
|
280
Chemours
CC
$1.94B
| $43.1M | 0.07% |
1,119,456
-182,766
| -14% | -$5.5M |
2015 Q3
6 quarters
|
|
281
iShares MSCI EAFE ETF
EFA
$76.9B
| $42.9M | 0.07% |
688,604
-183,690
| -21% | -$11.1M |
2016 Q3
2 quarters
|
|
282
Motorola Solutions
MSI
$75.5B
| $42.8M | 0.07% |
496,641
-177,653
| -26% | -$14.5M |
2013 Q2
15 quarters
|
|
283
RenaissanceRe
RNR
$14.3B
| $42.7M | 0.07% |
295,233
+36,663
| +14% | +$5.25M |
2013 Q2
15 quarters
|
|
284
Leidos
LDOS
$15.6B
| $42.6M | 0.07% |
833,584
-119,649
| -13% | -$6.16M |
2013 Q2
15 quarters
|
|
285
Johnson Controls International
JCI
$89.4B
| $42.6M | 0.07% |
1,011,706
-294,148
| -23% | -$12.4M |
2013 Q2
15 quarters
|
|
286
Reinsurance Group of America
RGA
$17.2B
| $42.5M | 0.06% |
334,656
+44,391
| +15% | +$5.63M |
2013 Q2
15 quarters
|
|
287
AutoZone
AZO
$49.5B
| $42.4M | 0.06% |
58,598
-41,543
| -41% | -$30.8M |
2013 Q2
15 quarters
|
|
|
ETP
288
DELISTED
Energy Transfer Partners, L.P.
ETP
| $42.1M | 0.06% |
1,362,679
+749,112
| +122% | +$18.7M |
2013 Q2
15 quarters
|
|
289
Amdocs
DOX
$6.34B
| $42M | 0.06% |
688,087
+40,574
| +6% | +$2.44M |
2013 Q2
15 quarters
|
|
290
Trane Technologies
TT
$101B
| $41.9M | 0.06% |
515,341
-154,523
| -23% | -$12.3M |
2013 Q2
15 quarters
|
|
|
MMP
291
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $41.7M | 0.06% |
542,581
+11,253
| +2% | +$873K |
2013 Q2
15 quarters
|
|
292
Huntington Ingalls Industries
HII
$10.5B
| $41.7M | 0.06% |
208,224
-6,355
| -3% | -$1.29M |
2013 Q2
15 quarters
|
|
|
QVCGA
293
DELISTED
QVC Group Inc Series A
QVCGA
| $41.6M | 0.06% |
42,805
-26,146
| -38% | -$24.6M |
2013 Q2
15 quarters
|
|
294
Fortive
FTV
$17.5B
| $41.3M | 0.06% |
1,088,531
-258,773
| -19% | -$9.28M |
2016 Q3
2 quarters
|
|
295
M&T Bank
MTB
$31.6B
| $41.3M | 0.06% |
266,956
-3,839
| -1% | -$621K |
2013 Q2
15 quarters
|
|
|
SHPG
296
DELISTED
Shire pic
SHPG
| $41.3M | 0.06% |
236,877
-11,816
| -5% | -$2.06M |
2013 Q2
15 quarters
|
|
297
Xcel Energy
XEL
$46.9B
| $41.2M | 0.06% |
926,136
-192,100
| -17% | -$8.14M |
2013 Q2
15 quarters
|
|
298
Novo Nordisk
NVO
$173B
| $41.1M | 0.06% |
2,398,536
+230,160
| +11% | +$4.01M |
2013 Q2
15 quarters
|
|
299
Nucor
NUE
$57.8B
| $41.1M | 0.06% |
687,991
+19,975
| +3% | +$1.22M |
2013 Q2
15 quarters
|
|
300
Norwegian Cruise Line
NCLH
$7.07B
| $41.1M | 0.06% |
809,235
-123,773
| -13% | -$6.01M |
2014 Q2
11 quarters
|
|
Similar funds
SCC
BAM
ACI
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.