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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 | |
|---|---|---|---|---|---|---|---|
401
Mercado Libre
MELI
$94.1B
| $30.5M | 0.05% |
144,142
+35,863
| +33% | +$7.02M |
2013 Q2
15 quarters
|
|
|
WP
402
DELISTED
Worldpay, Inc.
WP
| $30.4M | 0.05% |
474,025
+13,137
| +3% | +$836K |
2013 Q2
15 quarters
|
|
403
Unilever
UL
$139B
| $30.4M | 0.05% |
546,985
+87,144
| +19% | +$4.41M |
2013 Q2
15 quarters
|
|
404
Boston Properties
BXP
$9.53B
| $30.3M | 0.05% |
228,622
+3,820
| +2% | +$507K |
2013 Q2
15 quarters
|
|
405
Best Buy
BBY
$19.8B
| $30.3M | 0.05% |
615,612
-697,399
| -53% | -$31.2M |
2013 Q2
15 quarters
|
|
406
Huntsman Corp
HUN
$1.5B
| $30.2M | 0.05% |
1,232,083
+117,305
| +11% | +$2.52M |
2013 Q2
15 quarters
|
|
407
Carlisle Companies
CSL
$13.3B
| $30.2M | 0.05% |
283,553
+12,573
| +5% | +$1.35M |
2013 Q2
15 quarters
|
|
408
IDEX
IEX
$17.4B
| $30M | 0.05% |
321,320
+66,291
| +26% | +$6.09M |
2013 Q2
15 quarters
|
|
409
Aptiv
APTV
$9.38B
| $29.9M | 0.05% |
371,462
-61,450
| -14% | -$4.61M |
2013 Q2
15 quarters
|
|
410
Synchrony
SYF
$24.1B
| $29.9M | 0.05% |
871,226
-1,145,816
| -57% | -$41.1M |
2014 Q3
10 quarters
|
|
411
DELISTED
Ansys
ANSS
| $29.8M | 0.05% |
279,274
+2,296
| +0.8% | +$230K |
2013 Q2
15 quarters
|
|
412
Dollar General
DG
$29.5B
| $29.6M | 0.05% |
424,428
-1,030,976
| -71% | -$75.5M |
2013 Q2
15 quarters
|
|
413
T. Rowe Price
TROW
$21.6B
| $29.5M | 0.05% |
433,482
+350
| +0.1% | +$24.8K |
2013 Q2
15 quarters
|
|
|
AXA
414
DELISTED
AXA ADS (1 ORD SHS)
AXA
| $29.5M | 0.05% |
1,146,638
+175,172
| +18% | +$4.5M |
2015 Q4
5 quarters
|
|
415
Factset
FDS
$10.7B
| $29.4M | 0.05% |
178,485
+86,937
| +95% | +$15.2M |
2013 Q2
15 quarters
|
|
416
Dentsply Sirona
XRAY
$1.76B
| $29.2M | 0.04% |
466,869
-627,859
| -57% | -$37.8M |
2013 Q2
15 quarters
|
|
417
DELISTED
CA, Inc.
CA
| $29.1M | 0.04% |
917,600
-491,600
| -35% | -$15.8M |
2013 Q2
15 quarters
|
|
418
DELISTED
WestRock Company
WRK
| $29M | 0.04% |
557,859
-101,565
| -15% | -$5.36M |
2015 Q3
6 quarters
|
|
419
Arrow Electronics
ARW
$11.2B
| $29M | 0.04% |
394,779
+3,338
| +0.9% | +$244K |
2013 Q2
15 quarters
|
|
420
Globe Life
GL
$12.9B
| $29M | 0.04% |
375,973
+83,007
| +28% | +$6.3M |
2013 Q2
15 quarters
|
|
421
Republic Services
RSG
$70.3B
| $28.9M | 0.04% |
460,550
-122,599
| -21% | -$7.34M |
2013 Q2
15 quarters
|
|
|
SVC
422
Service Properties Trust
SVC
$802M
| $28.9M | 0.04% |
183,483
+3,712
| +2% | +$581K |
2013 Q2
15 quarters
|
|
423
Dell
DELL
$301B
| $28.9M | 0.04% |
1,608,428
-89,793
| -5% | -$1.57M |
2016 Q3
2 quarters
|
|
|
DCM
424
DELISTED
NTT DOCOMO, Inc.
DCM
| $28.9M | 0.04% |
1,238,114
+265,644
| +27% | +$6.32M |
2013 Q2
15 quarters
|
|
425
Xerox
XRX
$352M
| $28.9M | 0.04% |
983,954
-971,100
| -50% | -$28M |
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.