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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 | |
|---|---|---|---|---|---|---|---|
476
Teleflex
TFX
$5.49B
| $25.3M | 0.04% |
130,423
-11,567
| -8% | -$2.08M |
2013 Q2
15 quarters
|
|
|
OKS
477
DELISTED
Oneok Partners LP
OKS
| $25.2M | 0.04% |
466,234
+14,107
| +3% | +$705K |
2013 Q2
15 quarters
|
|
478
DELISTED
ProAssurance
PRA
| $25.1M | 0.04% |
416,573
+37,157
| +10% | +$2.13M |
2013 Q2
15 quarters
|
|
479
Annaly Capital Management
NLY
$13.8B
| $25M | 0.04% |
563,309
+23,462
| +4% | +$998K |
2013 Q2
15 quarters
|
|
|
CHL
480
DELISTED
China Mobile Limited
CHL
| $24.9M | 0.04% |
451,504
-16,328
| -3% | -$911K |
2013 Q2
15 quarters
|
|
|
LLL
481
DELISTED
L3 Technologies, Inc.
LLL
| $24.9M | 0.04% |
150,760
-68,104
| -31% | -$11M |
2013 Q2
15 quarters
|
|
482
Murphy Oil
MUR
$5.82B
| $24.7M | 0.04% |
864,139
-285,157
| -25% | -$8.22M |
2013 Q2
15 quarters
|
|
483
Macy's
M
$6.45B
| $24.6M | 0.04% |
829,229
-1,200,186
| -59% | -$37.1M |
2013 Q2
15 quarters
|
|
484
ORIX
IX
$40.1B
| $24.5M | 0.04% |
1,648,765
+56,855
| +4% | +$881K |
2013 Q2
15 quarters
|
|
485
Cincinnati Financial
CINF
$26.1B
| $24.5M | 0.04% |
339,009
-64,057
| -16% | -$4.64M |
2013 Q2
15 quarters
|
|
486
DELISTED
Coterra Energy
CTRA
| $24.5M | 0.04% |
1,024,388
+59,534
| +6% | +$1.35M |
2013 Q2
15 quarters
|
|
487
Coca-Cola Europacific Partners
CCEP
$49.2B
| $24.4M | 0.04% |
647,947
+128,383
| +25% | +$4.48M |
2013 Q2
15 quarters
|
|
488
Teva Pharmaceutical Industries Limited
TEVA
$48.5B
| $24.4M | 0.04% |
759,640
-210,095
| -22% | -$7.17M |
2013 Q2
15 quarters
|
|
489
Toronto Dominion Bank
TD
$198B
| $24.4M | 0.04% |
486,579
+158,819
| +48% | +$8.12M |
2013 Q2
15 quarters
|
|
490
Check Point Software Technologies
CHKP
$14.2B
| $24.2M | 0.04% |
236,008
+50,996
| +28% | +$5M |
2013 Q2
15 quarters
|
|
491
DELISTED
Aviva Plc
AV
| $24.2M | 0.04% |
1,809,848
+150,822
| +9% | +$2.02M |
2013 Q2
15 quarters
|
|
492
Grupo Cibest SA
CIB
$23B
| $24.2M | 0.04% |
606,546
+20,396
| +3% | +$776K |
2013 Q2
15 quarters
|
|
493
Goodyear
GT
$1.27B
| $24M | 0.04% |
667,909
-1,052,604
| -61% | -$35.7M |
2013 Q2
15 quarters
|
|
494
Lennar Class A
LEN
$18.7B
| $24M | 0.04% |
492,801
+91,224
| +23% | +$4.14M |
2013 Q2
15 quarters
|
|
495
J.M. Smucker
SJM
$13.6B
| $24M | 0.04% |
183,024
-386,248
| -68% | -$52.5M |
2013 Q2
15 quarters
|
|
|
AKRX
496
DELISTED
Akorn Inc
AKRX
| $23.9M | 0.04% |
994,005
+69,477
| +8% | +$1.51M |
2013 Q2
15 quarters
|
|
497
HDFC Bank
HDB
$122B
| $23.8M | 0.04% |
1,266,676
+823,332
| +186% | +$14.3M |
2013 Q2
15 quarters
|
|
|
KSU
498
DELISTED
Kansas City Southern
KSU
| $23.8M | 0.04% |
277,717
+96
| +0% | +$8.23K |
2013 Q2
15 quarters
|
|
499
UGI
UGI
$8.15B
| $23.8M | 0.04% |
481,791
+61,289
| +15% | +$2.91M |
2013 Q2
15 quarters
|
|
500
Waters Corp
WAT
$43.8B
| $23.8M | 0.04% |
152,185
+14,728
| +11% | +$2.2M |
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.