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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 | |
|---|---|---|---|---|---|---|---|
601
PBF Energy
PBF
$10B
| $19.3M | 0.03% |
868,486
-412,763
| -32% | -$9.68M |
2013 Q4
13 quarters
|
|
602
Starwood Property Trust
STWD
$4.61B
| $19.2M | 0.03% |
852,429
+21,833
| +3% | +$493K |
2013 Q2
15 quarters
|
|
603
AES
AES
$10.7B
| $19.2M | 0.03% |
1,716,491
-679,147
| -28% | -$7.76M |
2013 Q2
15 quarters
|
|
604
Travel + Leisure Co
TNL
$3.96B
| $19.2M | 0.03% |
504,152
-431,247
| -46% | -$15.8M |
2013 Q2
15 quarters
|
|
605
Bath & Body Works
BBWI
$4.06B
| $19.2M | 0.03% |
503,692
-1,109,888
| -69% | -$50M |
2013 Q2
15 quarters
|
|
606
Sabesp
SBS
$22B
| $19.2M | 0.03% |
9,488,703
+641,157
| +7% | +$1.26M |
2013 Q2
15 quarters
|
|
|
TWO
607
DELISTED
Two Harbors Investment
TWO
| $19.1M | 0.03% |
248,634
-24,472
| -9% | -$1.79M |
2013 Q2
15 quarters
|
|
608
People Inc
PPLI
$2.89B
| $19.1M | 0.03% |
1,447,666
+128,336
| +10% | +$1.67M |
2013 Q2
15 quarters
|
|
609
CBRE Group
CBRE
$38.5B
| $19M | 0.03% |
546,857
-305,004
| -36% | -$10.2M |
2013 Q2
15 quarters
|
|
610
Qiagen
QGEN
$9.53B
| $18.9M | 0.03% |
614,714
+45,999
| +8% | +$1.42M |
2016 Q4
1 quarter
|
|
611
BioMarin Pharmaceuticals
BMRN
$10.6B
| $18.8M | 0.03% |
214,448
+45,955
| +27% | +$4.09M |
2013 Q2
15 quarters
|
|
612
DELISTED
Chesapeake Energy Corporation
CHK
| $18.7M | 0.03% |
15,773
-16,350
| -51% | -$19.9M |
2013 Q2
15 quarters
|
|
613
Vishay Intertechnology
VSH
$4.25B
| $18.7M | 0.03% |
1,138,613
-98,674
| -8% | -$1.61M |
2013 Q2
15 quarters
|
|
614
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.3B
| $18.7M | 0.03% |
59,912
+1,177
| +2% | +$365K |
2016 Q4
1 quarter
|
|
|
FUJI
615
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
| $18.7M | 0.03% |
477,711
+111,779
| +31% | +$4.38M |
2015 Q4
5 quarters
|
|
616
O-I Glass
OI
$896M
| $18.7M | 0.03% |
916,793
+23,810
| +3% | +$466K |
2013 Q2
15 quarters
|
|
|
FRC
617
DELISTED
First Republic Bank
FRC
| $18.6M | 0.03% |
198,742
+49,171
| +33% | +$4.63M |
2013 Q2
15 quarters
|
|
618
The Gap Inc
GAP
$8.12B
| $18.6M | 0.03% |
766,719
-397,818
| -34% | -$9.5M |
2013 Q2
15 quarters
|
|
|
Y
619
DELISTED
Alleghany Corp
Y
| $18.6M | 0.03% |
30,224
+3,233
| +12% | +$2.02M |
2013 Q2
15 quarters
|
|
|
CIT
620
DELISTED
CIT Group Inc.
CIT
| $18.5M | 0.03% |
431,958
+33,508
| +8% | +$1.42M |
2013 Q2
15 quarters
|
|
621
Align Technology
ALGN
$10.5B
| $18.5M | 0.03% |
161,407
+13,768
| +9% | +$1.39M |
2013 Q2
15 quarters
|
|
622
BWX Technologies
BWXT
$12.6B
| $18.4M | 0.03% |
385,708
-36,969
| -9% | -$1.61M |
2013 Q2
15 quarters
|
|
623
Stellantis
STLA
$12.7B
| $18.3M | 0.03% |
1,683,953
+172,735
| +11% | +$1.86M |
2014 Q4
9 quarters
|
|
624
MFA Financial
MFA
$666M
| $18.3M | 0.03% |
566,066
+13,276
| +2% | +$423K |
2013 Q2
15 quarters
|
|
625
Chunghwa Telecom
CHT
$37B
| $18.2M | 0.03% |
536,830
+198,762
| +59% | +$6.52M |
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.