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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 | |
|---|---|---|---|---|---|---|---|
551
Packaging Corp of America
PKG
$21B
| $21.4M | 0.03% |
233,787
+8,003
| +4% | +$734K |
2013 Q2
15 quarters
|
|
552
NiSource
NI
$20.5B
| $21.4M | 0.03% |
899,938
-25,606
| -3% | -$586K |
2013 Q2
15 quarters
|
|
|
PNRA
553
DELISTED
Panera Bread Co
PNRA
| $21.3M | 0.03% |
81,381
+3,928
| +5% | +$892K |
2013 Q2
15 quarters
|
|
554
Loews
L
$22.6B
| $21.3M | 0.03% |
455,163
-102,743
| -18% | -$4.8M |
2013 Q2
15 quarters
|
|
555
Cintas
CTAS
$84.9B
| $21.3M | 0.03% |
671,964
-90,040
| -12% | -$2.66M |
2013 Q2
15 quarters
|
|
556
FTI Consulting
FCN
$4.1B
| $21.2M | 0.03% |
514,577
+433,956
| +538% | +$18M |
2013 Q2
15 quarters
|
|
557
Keysight
KEYS
$56.4B
| $21.1M | 0.03% |
582,553
-661,197
| -53% | -$24.6M |
2014 Q4
9 quarters
|
|
558
Expeditors International
EXPD
$25.5B
| $21M | 0.03% |
371,430
-209,040
| -36% | -$11.5M |
2013 Q2
15 quarters
|
|
559
Hershey
HSY
$34.3B
| $20.9M | 0.03% |
191,261
-203,532
| -52% | -$21.8M |
2013 Q2
15 quarters
|
|
|
NBL
560
DELISTED
Noble Energy, Inc.
NBL
| $20.9M | 0.03% |
607,996
-39,303
| -6% | -$1.46M |
2013 Q2
15 quarters
|
|
561
LKQ Corp
LKQ
$5.62B
| $20.9M | 0.03% |
713,277
+7,534
| +1% | +$234K |
2013 Q2
15 quarters
|
|
562
DELISTED
Interpublic Group of Companies
IPG
| $20.8M | 0.03% |
846,417
-496,910
| -37% | -$11.9M |
2013 Q2
15 quarters
|
|
563
Broadridge
BR
$19.8B
| $20.8M | 0.03% |
305,547
+20,078
| +7% | +$1.36M |
2013 Q2
15 quarters
|
|
|
PBCT
564
DELISTED
People's United Financial Inc
PBCT
| $20.7M | 0.03% |
1,137,904
-188,750
| -14% | -$3.57M |
2013 Q2
15 quarters
|
|
565
Ericsson
ERIC
$34.2B
| $20.7M | 0.03% |
3,112,975
+1,635,852
| +111% | +$10.1M |
2013 Q2
15 quarters
|
|
566
Telefônica Brasil
VIV
$20B
| $20.7M | 0.03% |
1,390,640
+27,432
| +2% | +$403K |
2013 Q2
15 quarters
|
|
|
LM
567
DELISTED
Legg Mason, Inc.
LM
| $20.6M | 0.03% |
569,243
+96,973
| +21% | +$3.36M |
2013 Q2
15 quarters
|
|
|
CAJ
568
DELISTED
Canon, Inc.
CAJ
| $20.5M | 0.03% |
655,624
+52,167
| +9% | +$1.55M |
2013 Q2
15 quarters
|
|
569
Royal Caribbean
RCL
$74.3B
| $20.5M | 0.03% |
208,659
-5,748
| -3% | -$538K |
2013 Q2
15 quarters
|
|
|
CXO
570
DELISTED
CONCHO RESOURCES INC.
CXO
| $20.4M | 0.03% |
158,944
-108,360
| -41% | -$14.6M |
2013 Q2
15 quarters
|
|
571
A.O. Smith
AOS
$8.05B
| $20.4M | 0.03% |
398,251
+195,818
| +97% | +$9.72M |
2013 Q2
15 quarters
|
|
572
ArcelorMittal
MT
$47.4B
| $20.3M | 0.03% |
810,460
+165,279
| +26% | +$4.18M |
2013 Q2
15 quarters
|
|
|
BSMX
573
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $20.2M | 0.03% |
2,241,289
+1,708,920
| +321% | +$13M |
2013 Q2
15 quarters
|
|
574
Akamai
AKAM
$12.6B
| $20.2M | 0.03% |
338,989
-115,434
| -25% | -$7.58M |
2013 Q2
15 quarters
|
|
575
WPP
WPP
$5.88B
| $20.2M | 0.03% |
184,479
+12,637
| +7% | +$1.42M |
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.