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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 | |
|---|---|---|---|---|---|---|---|
|
NAB
376
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
| $32.3M | 0.05% |
2,524,529
+445,402
| +21% | +$5.69M |
2015 Q4
5 quarters
|
|
377
Gen Digital
GEN
$14.9B
| $32.2M | 0.05% |
1,050,778
-1,952,521
| -65% | -$55.4M |
2013 Q2
15 quarters
|
|
378
Rockwell Automation
ROK
$46.9B
| $32.2M | 0.05% |
207,037
-10,166
| -5% | -$1.52M |
2013 Q2
15 quarters
|
|
379
DELISTED
Marathon Oil Corporation
MRO
| $32.2M | 0.05% |
2,036,800
-1,323,682
| -39% | -$21.7M |
2013 Q2
15 quarters
|
|
380
Oneok
OKE
$57.1B
| $32.1M | 0.05% |
578,934
-61,500
| -10% | -$3.38M |
2013 Q2
15 quarters
|
|
381
Host Hotels & Resorts
HST
$16.3B
| $31.9M | 0.05% |
1,707,594
-350,657
| -17% | -$6.41M |
2013 Q2
15 quarters
|
|
382
iShares MSCI India ETF
INDA
$5.94B
| $31.8M | 0.05% |
1,010,587
+994,453
| +6,164% | +$29.1M |
2015 Q3
6 quarters
|
|
383
Church & Dwight Co
CHD
$24.5B
| $31.7M | 0.05% |
636,309
-223,280
| -26% | -$10.7M |
2013 Q2
15 quarters
|
|
384
Vanguard Real Estate ETF
VNQ
$36.7B
| $31.7M | 0.05% |
383,492
+67,060
| +21% | +$5.56M |
2013 Q2
15 quarters
|
|
385
Rio Tinto
RIO
$147B
| $31.6M | 0.05% |
776,209
+174,655
| +29% | +$7.42M |
2013 Q2
15 quarters
|
|
386
Tyson Foods
TSN
$19B
| $31.4M | 0.05% |
508,335
-631,080
| -55% | -$39.8M |
2013 Q2
15 quarters
|
|
387
Arch Capital
ACGL
$33.9B
| $31.3M | 0.05% |
991,038
+95,916
| +11% | +$2.93M |
2013 Q2
15 quarters
|
|
388
Dover
DOV
$26.1B
| $31.2M | 0.05% |
480,769
-67,659
| -12% | -$4.31M |
2013 Q2
15 quarters
|
|
389
Synopsys
SNPS
$89.7B
| $31.1M | 0.05% |
431,666
+191,074
| +79% | +$12.8M |
2013 Q2
15 quarters
|
|
390
DELISTED
Comerica
CMA
| $31.1M | 0.05% |
453,918
-73,948
| -14% | -$5.16M |
2013 Q2
15 quarters
|
|
|
BBBY
391
DELISTED
Bed Bath & Beyond Inc
BBBY
| $30.9M | 0.05% |
782,660
-29,578
| -4% | -$1.19M |
2013 Q2
15 quarters
|
|
392
Barclays
BCS
$76B
| $30.9M | 0.05% |
2,885,483
+355,695
| +14% | +$3.82M |
2013 Q2
15 quarters
|
|
393
C.H. Robinson
CHRW
$16.8B
| $30.9M | 0.05% |
399,142
-41,671
| -9% | -$3.2M |
2013 Q2
15 quarters
|
|
394
SK Telecom
SKM
$12.6B
| $30.8M | 0.05% |
742,644
+131,480
| +22% | +$4.91M |
2013 Q2
15 quarters
|
|
395
Cabot Corp
CBT
$3.9B
| $30.7M | 0.05% |
512,086
+30,795
| +6% | +$1.75M |
2013 Q2
15 quarters
|
|
396
Las Vegas Sands
LVS
$24.8B
| $30.7M | 0.05% |
537,297
+19,697
| +4% | +$1.07M |
2013 Q2
15 quarters
|
|
397
Trip.com Group
TCOM
$25.1B
| $30.7M | 0.05% |
623,838
+68,141
| +12% | +$3.12M |
2013 Q2
15 quarters
|
|
398
ICICI Bank
IBN
$106B
| $30.6M | 0.05% |
3,919,003
+2,563,196
| +189% | +$19.1M |
2013 Q2
15 quarters
|
|
399
Domino's
DPZ
$9.97B
| $30.6M | 0.05% |
166,053
-3,137
| -2% | -$562K |
2013 Q2
15 quarters
|
|
400
Illumina
ILMN
$40.5B
| $30.5M | 0.05% |
183,949
+29,980
| +19% | +$4.72M |
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.