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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 | |
|---|---|---|---|---|---|---|---|
426
CenterPoint Energy
CNP
$26.6B
| $28.9M | 0.04% |
1,046,809
-289,087
| -22% | -$7.69M |
2013 Q2
15 quarters
|
|
427
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
| $28.7M | 0.04% |
528,940
+41,849
| +9% | +$2.27M |
2015 Q4
5 quarters
|
|
428
Autodesk
ADSK
$50.3B
| $28.7M | 0.04% |
332,092
+2,565
| +0.8% | +$215K |
2013 Q2
15 quarters
|
|
429
KT
KT
$8.76B
| $28.7M | 0.04% |
1,705,335
+240,310
| +16% | +$3.72M |
2013 Q2
15 quarters
|
|
|
LVLT
430
DELISTED
Level 3 Communications Inc
LVLT
| $28.7M | 0.04% |
501,276
+44,634
| +10% | +$2.58M |
2013 Q2
15 quarters
|
|
431
Devon Energy
DVN
$54.8B
| $28.6M | 0.04% |
685,278
-475,403
| -41% | -$20.9M |
2013 Q2
15 quarters
|
|
432
Quest Diagnostics
DGX
$25.9B
| $28.5M | 0.04% |
290,606
-211,652
| -42% | -$20.2M |
2013 Q2
15 quarters
|
|
433
Oceaneering
OII
$4.34B
| $28.4M | 0.04% |
1,047,521
+341,334
| +48% | +$9.32M |
2013 Q2
15 quarters
|
|
434
Monster Beverage
MNST
$89.6B
| $28.2M | 0.04% |
2,440,836
+235,132
| +11% | +$2.63M |
2013 Q2
15 quarters
|
|
435
NetApp
NTAP
$40.8B
| $28.1M | 0.04% |
671,541
-206,337
| -24% | -$8.13M |
2013 Q2
15 quarters
|
|
436
Huntington Bancshares
HBAN
$31.4B
| $28.1M | 0.04% |
2,097,894
-721,595
| -26% | -$9.86M |
2013 Q2
15 quarters
|
|
437
National Grid
NGG
$81.7B
| $28M | 0.04% |
457,671
+123,701
| +37% | +$7.14M |
2013 Q2
15 quarters
|
|
|
BPL
438
DELISTED
Buckeye Partners, L.P.
BPL
| $28M | 0.04% |
407,986
+12,394
| +3% | +$844K |
2013 Q2
15 quarters
|
|
439
Ameren
AEE
$29.3B
| $27.9M | 0.04% |
510,392
-268,554
| -34% | -$14.4M |
2013 Q2
15 quarters
|
|
440
Honda
HMC
$44.7B
| $27.7M | 0.04% |
914,803
+208,767
| +30% | +$6.44M |
2013 Q2
15 quarters
|
|
441
FirstEnergy
FE
$26.7B
| $27.6M | 0.04% |
868,832
-889,880
| -51% | -$27.5M |
2013 Q2
15 quarters
|
|
442
Expedia Group
EXPE
$35.7B
| $27.6M | 0.04% |
218,727
-14,020
| -6% | -$1.71M |
2013 Q2
15 quarters
|
|
443
Magna International
MGA
$18.1B
| $27.6M | 0.04% |
639,000
-15,607
| -2% | -$682K |
2013 Q2
15 quarters
|
|
444
Whirlpool
WHR
$1.87B
| $27.6M | 0.04% |
160,837
-200,132
| -55% | -$35.5M |
2013 Q2
15 quarters
|
|
445
Bank of Montreal
BMO
$117B
| $27.4M | 0.04% |
366,255
+42,981
| +13% | +$3.25M |
2013 Q2
15 quarters
|
|
446
MPLX
MPLX
$58.5B
| $27.4M | 0.04% |
759,203
+21,450
| +3% | +$790K |
2015 Q4
5 quarters
|
|
447
BorgWarner
BWA
$12.1B
| $27.3M | 0.04% |
743,018
+221,308
| +42% | +$8.06M |
2013 Q2
15 quarters
|
|
448
Agilent Technologies
A
$49B
| $27.3M | 0.04% |
516,380
-38,574
| -7% | -$1.95M |
2013 Q2
15 quarters
|
|
449
Mettler-Toledo International
MTD
$32.7B
| $27.2M | 0.04% |
56,892
-55,548
| -49% | -$25.4M |
2013 Q2
15 quarters
|
|
450
Tesla
TSLA
$1.42T
| $27.1M | 0.04% |
1,462,230
+394,545
| +37% | +$6.68M |
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.