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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 | |
|---|---|---|---|---|---|---|---|
501
Tapestry
TPR
$23.8B
| $23.8M | 0.04% |
575,214
-111,331
| -16% | -$4.2M |
2013 Q2
15 quarters
|
|
502
Molson Coors Class B
TAP
$7.36B
| $23.7M | 0.04% |
248,120
-129,682
| -34% | -$12.7M |
2013 Q2
15 quarters
|
|
|
CTXS
503
DELISTED
Citrix Systems Inc
CTXS
| $23.7M | 0.04% |
284,358
-184,892
| -39% | -$14.4M |
2013 Q2
15 quarters
|
|
504
Markel Group
MKL
$22.9B
| $23.7M | 0.04% |
24,289
+1,994
| +9% | +$1.88M |
2013 Q2
15 quarters
|
|
505
Unum
UNM
$14.6B
| $23.7M | 0.04% |
504,678
-319,951
| -39% | -$15M |
2013 Q2
15 quarters
|
|
506
Incyte
INCY
$22.9B
| $23.5M | 0.04% |
175,657
+31,727
| +22% | +$4.04M |
2013 Q2
15 quarters
|
|
507
DaVita
DVA
$12B
| $23.3M | 0.04% |
343,257
-82,544
| -19% | -$5.47M |
2013 Q2
15 quarters
|
|
508
AGCO
AGCO
$7.25B
| $23.2M | 0.04% |
385,382
+2,941
| +0.8% | +$181K |
2013 Q2
15 quarters
|
|
509
Skyworks Solutions
SWKS
$18.8B
| $23.2M | 0.04% |
236,455
-424,127
| -64% | -$38.7M |
2013 Q2
15 quarters
|
|
510
Owens Corning
OC
$8.93B
| $23.1M | 0.04% |
377,147
+50,244
| +15% | +$2.88M |
2013 Q2
15 quarters
|
|
|
COL
511
DELISTED
Rockwell Collins
COL
| $23.1M | 0.04% |
237,980
-42,165
| -15% | -$3.96M |
2013 Q2
15 quarters
|
|
|
PACW
512
DELISTED
PacWest Bancorp
PACW
| $23.1M | 0.04% |
434,041
+7,717
| +2% | +$423K |
2013 Q2
15 quarters
|
|
513
VeriSign
VRSN
$27.2B
| $23M | 0.04% |
264,208
-181,560
| -41% | -$15.1M |
2013 Q2
15 quarters
|
|
514
Western Union
WU
$1.92B
| $22.9M | 0.04% |
1,126,285
-600,996
| -35% | -$12.3M |
2013 Q2
15 quarters
|
|
515
DELISTED
Big Lots, Inc.
BIG
| $22.9M | 0.04% |
470,298
-27,719
| -6% | -$1.4M |
2013 Q2
15 quarters
|
|
516
DELISTED
American Equity Investment Life Holding Company
AEL
| $22.9M | 0.04% |
968,702
+56,228
| +6% | +$1.4M |
2013 Q2
15 quarters
|
|
517
United Therapeutics
UTHR
$22.9B
| $22.8M | 0.03% |
168,634
+14,920
| +10% | +$2.26M |
2013 Q2
15 quarters
|
|
518
KLA
KLAC
$219B
| $22.8M | 0.03% |
2,401,300
-274,010
| -10% | -$2.41M |
2013 Q2
15 quarters
|
|
519
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
| $22.8M | 0.03% |
1,297,445
+103,858
| +9% | +$1.82M |
2015 Q4
5 quarters
|
|
520
DELISTED
US Steel
X
| $22.8M | 0.03% |
673,156
-82,653
| -11% | -$2.94M |
2013 Q2
15 quarters
|
|
521
Pampa Energía
PAM
$4.33B
| $22.7M | 0.03% |
419,007
-190,460
| -31% | -$8.78M |
2013 Q2
15 quarters
|
|
522
Kohl's
KSS
$2.46B
| $22.6M | 0.03% |
567,192
-1,126,199
| -67% | -$46M |
2013 Q2
15 quarters
|
|
523
Yum China
YUMC
$15.2B
| $22.6M | 0.03% |
829,947
+65,754
| +9% | +$1.76M |
2016 Q4
1 quarter
|
|
524
Mizuho Financial
MFG
$122B
| $22.6M | 0.03% |
6,115,166
+624,953
| +11% | +$2.32M |
2013 Q2
15 quarters
|
|
525
Sony
SONY
$145B
| $22.5M | 0.03% |
3,341,600
+336,185
| +11% | +$2.1M |
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.