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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 | |
|---|---|---|---|---|---|---|---|
576
Jack Henry & Associates
JKHY
$10.7B
| $20.1M | 0.03% |
216,035
+52,065
| +32% | +$4.8M |
2013 Q2
15 quarters
|
|
577
FNB Corp
FNB
$6.13B
| $20.1M | 0.03% |
1,350,606
+64,860
| +5% | +$996K |
2013 Q2
15 quarters
|
|
578
Compañía de Minas Buenaventura
BVN
$7.73B
| $20M | 0.03% |
1,662,460
+157,522
| +10% | +$2.03M |
2013 Q2
15 quarters
|
|
579
Cadence Design Systems
CDNS
$88B
| $20M | 0.03% |
637,121
+46,141
| +8% | +$1.35M |
2013 Q2
15 quarters
|
|
580
Mattel
MAT
$4.91B
| $20M | 0.03% |
780,573
-168,414
| -18% | -$4.51M |
2013 Q2
15 quarters
|
|
581
Hasbro
HAS
$13.9B
| $20M | 0.03% |
200,201
-23,293
| -10% | -$2.16M |
2013 Q2
15 quarters
|
|
582
McCormick & Company Non-Voting
MKC
$12.5B
| $19.9M | 0.03% |
408,992
-391,054
| -49% | -$18.9M |
2013 Q2
15 quarters
|
|
583
Masco
MAS
$14.4B
| $19.9M | 0.03% |
586,503
-185,240
| -24% | -$6.19M |
2013 Q2
15 quarters
|
|
|
SYT
584
DELISTED
Syngenta Ag
SYT
| $19.9M | 0.03% |
224,671
+2,760
| +1% | +$236K |
2013 Q2
15 quarters
|
|
|
TIF
585
DELISTED
Tiffany & Co.
TIF
| $19.9M | 0.03% |
208,625
-100,284
| -32% | -$8.56M |
2013 Q2
15 quarters
|
|
586
Helmerich & Payne
HP
$3.74B
| $19.9M | 0.03% |
298,218
-190,764
| -39% | -$13.6M |
2013 Q2
15 quarters
|
|
587
Wynn Resorts
WYNN
$7.78B
| $19.8M | 0.03% |
173,186
-56,045
| -24% | -$5.59M |
2013 Q2
15 quarters
|
|
588
Canadian National Railway
CNI
$73.6B
| $19.8M | 0.03% |
267,217
+83,397
| +45% | +$5.92M |
2013 Q2
15 quarters
|
|
589
Crown Holdings
CCK
$12.4B
| $19.7M | 0.03% |
372,873
+49,461
| +15% | +$2.64M |
2013 Q2
15 quarters
|
|
590
Centene
CNC
$34.2B
| $19.7M | 0.03% |
553,928
-42,636
| -7% | -$1.43M |
2013 Q2
15 quarters
|
|
591
CRH
CRH
$55.6B
| $19.7M | 0.03% |
559,914
+114,087
| +26% | +$3.97M |
2013 Q2
15 quarters
|
|
592
Digital Realty Trust
DLR
$65.3B
| $19.7M | 0.03% |
184,952
-14,576
| -7% | -$1.53M |
2013 Q2
15 quarters
|
|
593
White Mountains Insurance
WTM
$5.16B
| $19.7M | 0.03% |
22,346
+917
| +4% | +$821K |
2013 Q2
15 quarters
|
|
594
Jabil
JBL
$29.2B
| $19.6M | 0.03% |
678,369
-45,811
| -6% | -$1.17M |
2013 Q2
15 quarters
|
|
595
DELISTED
Juniper Networks
JNPR
| $19.6M | 0.03% |
704,259
-274,680
| -28% | -$7.66M |
2013 Q2
15 quarters
|
|
596
KKR & Co
KKR
$77.4B
| $19.5M | 0.03% |
1,072,196
-197,849
| -16% | -$3.52M |
2013 Q4
13 quarters
|
|
597
Textron
TXT
$13.1B
| $19.5M | 0.03% |
409,847
-84,838
| -17% | -$4.09M |
2013 Q2
15 quarters
|
|
598
American Water Works
AWK
$26.8B
| $19.4M | 0.03% |
249,951
-18,255
| -7% | -$1.36M |
2013 Q2
15 quarters
|
|
|
ANDV
599
DELISTED
Andeavor
ANDV
| $19.4M | 0.03% |
238,894
-133,341
| -36% | -$11.2M |
2013 Q2
15 quarters
|
|
600
DELISTED
Carnival PLC
CUK
| $19.3M | 0.03% |
332,856
+16,696
| +5% | +$915K |
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.