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 | |
|---|---|---|---|---|---|---|---|
351
New Oriental
EDU
$9.36B
| $34.3M | 0.05% |
567,271
+49,301
| +10% | +$2.5M |
2013 Q2
15 quarters
|
|
352
VF Corp
VFC
$6.68B
| $34.1M | 0.05% |
659,335
-76,426
| -10% | -$3.77M |
2013 Q2
15 quarters
|
|
353
Newell Brands
NWL
$2.46B
| $34M | 0.05% |
721,142
-102,136
| -12% | -$4.84M |
2013 Q2
15 quarters
|
|
354
Vodafone
VOD
$36.7B
| $34M | 0.05% |
1,285,887
+251,822
| +24% | +$6.45M |
2013 Q2
15 quarters
|
|
|
CERN
355
DELISTED
Cerner Corp
CERN
| $33.9M | 0.05% |
575,250
+109,484
| +24% | +$5.92M |
2013 Q2
15 quarters
|
|
356
TE Connectivity
TEL
$61.7B
| $33.8M | 0.05% |
452,917
+35,448
| +8% | +$2.61M |
2013 Q2
15 quarters
|
|
|
BCR
357
DELISTED
CR Bard Inc.
BCR
| $33.7M | 0.05% |
135,540
-45,101
| -25% | -$10.9M |
2013 Q2
15 quarters
|
|
358
iShares MSCI Emerging Markets ETF
EEM
$29.6B
| $33.7M | 0.05% |
854,826
+41,773
| +5% | +$1.59M |
2016 Q3
2 quarters
|
|
359
Newmont
NEM
$122B
| $33.6M | 0.05% |
1,019,274
-322,459
| -24% | -$11.3M |
2013 Q2
15 quarters
|
|
360
Royal Bank of Canada
RY
$272B
| $33.6M | 0.05% |
460,350
+140,093
| +44% | +$10.2M |
2013 Q2
15 quarters
|
|
361
American Financial Group
AFG
$12.1B
| $33.5M | 0.05% |
351,175
+14,588
| +4% | +$1.34M |
2013 Q2
15 quarters
|
|
362
Roper Technologies
ROP
$37.8B
| $33.3M | 0.05% |
161,297
-207,981
| -56% | -$41.7M |
2013 Q2
15 quarters
|
|
363
DTE Energy
DTE
$26.7B
| $33.3M | 0.05% |
383,136
-171,291
| -31% | -$14.5M |
2013 Q2
15 quarters
|
|
|
RDS.B
364
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $33.2M | 0.05% |
595,166
+72,876
| +14% | +$4.13M |
2013 Q2
15 quarters
|
|
365
Pinnacle West Capital
PNW
$12.3B
| $33.1M | 0.05% |
396,816
-71,074
| -15% | -$5.68M |
2013 Q2
15 quarters
|
|
366
Franklin Templeton
BEN
$15.9B
| $32.9M | 0.05% |
781,338
-49,688
| -6% | -$2.06M |
2013 Q2
15 quarters
|
|
367
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
| $32.9M | 0.05% |
625,716
-19,238
| -3% | -$1.01M |
2013 Q2
15 quarters
|
|
|
NLSN
368
DELISTED
Nielsen Holdings plc
NLSN
| $32.9M | 0.05% |
796,306
-242,934
| -23% | -$10.4M |
2013 Q2
15 quarters
|
|
369
Microchip Technology
MCHP
$40.3B
| $32.9M | 0.05% |
891,488
-1,084,298
| -55% | -$38.2M |
2013 Q2
15 quarters
|
|
370
Seagate
STX
$157B
| $32.8M | 0.05% |
714,322
-650,714
| -48% | -$28.9M |
2013 Q2
15 quarters
|
|
371
Edwards Lifesciences
EW
$50.8B
| $32.8M | 0.05% |
1,046,253
-45,495
| -4% | -$1.42M |
2013 Q2
15 quarters
|
|
372
Infosys
INFY
$49.1B
| $32.8M | 0.05% |
4,150,492
+1,010,952
| +32% | +$7.53M |
2013 Q2
15 quarters
|
|
373
Vertex Pharmaceuticals
VRTX
$129B
| $32.5M | 0.05% |
297,564
+32,411
| +12% | +$2.85M |
2013 Q2
15 quarters
|
|
|
VR
374
DELISTED
Validus Hold Ltd
VR
| $32.4M | 0.05% |
575,236
-12,069
| -2% | -$688K |
2013 Q2
15 quarters
|
|
375
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$5.84B
| $32.3M | 0.05% |
291,948
-39,507
| -12% | -$4.36M |
2013 Q2
15 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.