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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 | |
|---|---|---|---|---|---|---|---|
|
AKZOY
451
DELISTED
Akzo Nobel NV
AKZOY
| $27.1M | 0.04% |
982,666
+49,455
| +5% | +$1.36M |
2015 Q4
5 quarters
|
|
452
SLM Corp
SLM
$4.18B
| $27M | 0.04% |
2,232,703
+39,489
| +2% | +$468K |
2013 Q2
15 quarters
|
|
453
Canadian Natural Resources
CNQ
$107B
| $27M | 0.04% |
1,680,031
-1,444
| -0.1% | -$21.9K |
2013 Q2
15 quarters
|
|
|
WFM
454
DELISTED
Whole Foods Market Inc
WFM
| $26.9M | 0.04% |
905,822
+107,641
| +13% | +$3.24M |
2013 Q2
15 quarters
|
|
455
Labcorp
LH
$26.4B
| $26.8M | 0.04% |
217,206
-64,896
| -23% | -$7.68M |
2013 Q2
15 quarters
|
|
456
American Airlines Group
AAL
$8.13B
| $26.8M | 0.04% |
632,575
-390,850
| -38% | -$17.7M |
2013 Q4
13 quarters
|
|
457
The Mosaic Company
MOS
$6.02B
| $26.7M | 0.04% |
914,112
-428,162
| -32% | -$13.2M |
2013 Q2
15 quarters
|
|
458
Lloyds Banking Group
LYG
$78.4B
| $26.7M | 0.04% |
7,843,278
+1,188,959
| +18% | +$4.01M |
2013 Q2
15 quarters
|
|
459
Affiliated Managers Group
AMG
$9.91B
| $26.6M | 0.04% |
162,085
-67,663
| -29% | -$10.7M |
2013 Q2
15 quarters
|
|
460
Essex Property Trust
ESS
$17.3B
| $26.6M | 0.04% |
114,706
+1,357
| +1% | +$311K |
2013 Q2
15 quarters
|
|
461
Bread Financial
BFH
$3.89B
| $26M | 0.04% |
131,021
+7,676
| +6% | +$1.45M |
2013 Q2
15 quarters
|
|
462
Fastenal
FAST
$57.8B
| $26M | 0.04% |
2,016,264
+9,912
| +0.5% | +$124K |
2013 Q2
15 quarters
|
|
|
RHT
463
DELISTED
Red Hat Inc
RHT
| $25.9M | 0.04% |
299,903
+16,899
| +6% | +$1.34M |
2013 Q2
15 quarters
|
|
464
Oshkosh
OSK
$7.95B
| $25.9M | 0.04% |
377,935
+15,689
| +4% | +$1.08M |
2013 Q2
15 quarters
|
|
465
Banco Bilbao Vizcaya Argentaria
BBVA
$143B
| $25.7M | 0.04% |
3,383,549
+473,615
| +16% | +$3.23M |
2013 Q2
15 quarters
|
|
466
AXIS Capital
AXS
$7.15B
| $25.7M | 0.04% |
383,813
+18,284
| +5% | +$1.23M |
2013 Q2
15 quarters
|
|
467
T-Mobile US
TMUS
$168B
| $25.7M | 0.04% |
397,550
+24,616
| +7% | +$1.51M |
2013 Q2
15 quarters
|
|
468
Vornado Realty Trust
VNO
$6.2B
| $25.6M | 0.04% |
315,586
-22,620
| -7% | -$1.93M |
2013 Q2
15 quarters
|
|
469
Advance Auto Parts
AAP
$2.65B
| $25.5M | 0.04% |
172,246
+5,206
| +3% | +$837K |
2013 Q2
15 quarters
|
|
|
CS
470
DELISTED
Credit Suisse Group
CS
| $25.5M | 0.04% |
1,716,526
+267,425
| +18% | +$4.08M |
2013 Q2
15 quarters
|
|
471
NetEase
NTES
$81.4B
| $25.4M | 0.04% |
447,545
+62,885
| +16% | +$3.39M |
2013 Q2
15 quarters
|
|
472
Citizens Financial Group
CFG
$26.7B
| $25.4M | 0.04% |
735,476
-127,095
| -15% | -$4.64M |
2014 Q3
10 quarters
|
|
473
Northern Trust
NTRS
$30.3B
| $25.4M | 0.04% |
292,873
-99,372
| -25% | -$8.64M |
2013 Q2
15 quarters
|
|
474
UBS Group
UBS
$146B
| $25.3M | 0.04% |
1,586,740
+221,544
| +16% | +$3.57M |
2014 Q4
9 quarters
|
|
475
DELISTED
Hess
HES
| $25.3M | 0.04% |
524,910
-334,248
| -39% | -$17.7M |
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.