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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 | |
|---|---|---|---|---|---|---|---|
326
Alibaba
BABA
$276B
| $37.3M | 0.06% |
345,834
+107,748
| +45% | +$11M |
2014 Q3
10 quarters
|
|
327
Dollar Tree
DLTR
$23.3B
| $37.1M | 0.06% |
472,253
-69,090
| -13% | -$5.31M |
2013 Q2
15 quarters
|
|
328
iShares Russell 2000 Value ETF
IWN
$13.8B
| $36.8M | 0.06% |
311,806
-35,833
| -10% | -$4.25M |
2014 Q4
9 quarters
|
|
329
Keurig Dr Pepper
KDP
$46.5B
| $36.8M | 0.06% |
375,622
-353,848
| -49% | -$33M |
2013 Q2
15 quarters
|
|
330
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $36.6M | 0.06% |
417,226
-59
| -0% | -$5.15K |
2013 Q2
15 quarters
|
|
331
Moody's
MCO
$83.8B
| $36.3M | 0.06% |
324,015
-302,008
| -48% | -$32.4M |
2013 Q2
15 quarters
|
|
332
Paychex
PAYX
$39.4B
| $36.3M | 0.06% |
615,520
+27,864
| +5% | +$1.69M |
2013 Q2
15 quarters
|
|
|
ANZ
333
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
| $36.2M | 0.06% |
1,492,092
+197,347
| +15% | +$4.79M |
2015 Q4
5 quarters
|
|
334
Henry Schein
HSIC
$9.69B
| $36.1M | 0.06% |
542,117
-35,448
| -6% | -$2.3M |
2013 Q2
15 quarters
|
|
335
Popular Inc
BPOP
$10B
| $36.1M | 0.06% |
885,743
+13,148
| +2% | +$567K |
2013 Q2
15 quarters
|
|
336
Eversource Energy
ES
$24.9B
| $35.9M | 0.05% |
610,806
-293,557
| -32% | -$16.7M |
2013 Q2
15 quarters
|
|
|
NTT
337
DELISTED
Nippon Telegraph & Telephone
NTT
| $35.8M | 0.05% |
835,321
+190,893
| +30% | +$8.25M |
2013 Q2
15 quarters
|
|
338
AerCap
AER
$22.9B
| $35.6M | 0.05% |
775,336
-30,640
| -4% | -$1.37M |
2013 Q2
15 quarters
|
|
339
NOV
NOV
$6.64B
| $35.6M | 0.05% |
888,289
-262,564
| -23% | -$10.2M |
2013 Q2
15 quarters
|
|
340
D.R. Horton
DHI
$39B
| $35.6M | 0.05% |
1,068,864
+91,078
| +9% | +$2.82M |
2013 Q2
15 quarters
|
|
341
APA Corp
APA
$16.5B
| $35.5M | 0.05% |
691,514
-468,884
| -40% | -$26.4M |
2013 Q2
15 quarters
|
|
342
Plains All American Pipeline
PAA
$17.7B
| $35.3M | 0.05% |
1,115,169
+35,831
| +3% | +$1.13M |
2013 Q2
15 quarters
|
|
343
Vivmark Residential
VMRK
$47.3B
| $35.1M | 0.05% |
564,382
+1,335
| +0.2% | +$83.5K |
2013 Q2
15 quarters
|
|
344
Principal Financial Group
PFG
$23.3B
| $35.1M | 0.05% |
556,367
-186,416
| -25% | -$11.4M |
2013 Q2
15 quarters
|
|
345
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$155B
| $35M | 0.05% |
4,829,268
+620,352
| +15% | +$4.82M |
2013 Q2
15 quarters
|
|
346
DELISTED
Kellanova
K
| $34.9M | 0.05% |
512,505
-226,731
| -31% | -$15.6M |
2013 Q2
15 quarters
|
|
347
Lumen Technologies, Inc. Common Stock
LUMN
$5.02B
| $34.9M | 0.05% |
1,479,979
-494,968
| -25% | -$12.1M |
2013 Q2
15 quarters
|
|
348
Fomento Económico Mexicano
FMX
$41.2B
| $34.8M | 0.05% |
393,243
+88,311
| +29% | +$7.19M |
2013 Q2
15 quarters
|
|
349
Conagra Brands
CAG
$6.77B
| $34.3M | 0.05% |
850,293
-201,534
| -19% | -$8.04M |
2013 Q2
15 quarters
|
|
350
Ventas
VTR
$43.5B
| $34.3M | 0.05% |
527,005
+18,547
| +4% | +$1.15M |
2013 Q2
15 quarters
|
|
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BAM
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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.