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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 | |
|---|---|---|---|---|---|---|---|
626
Brandywine Realty Trust
BDN
$453M
| $18.2M | 0.03% |
1,120,762
+13,824
| +1% | +$225K |
2013 Q2
15 quarters
|
|
627
Avery Dennison
AVY
$13.3B
| $18.1M | 0.03% |
225,180
-185,768
| -45% | -$14.4M |
2013 Q2
15 quarters
|
|
628
DELISTED
Allete
ALE
| $18.1M | 0.03% |
267,559
+71,219
| +36% | +$4.67M |
2013 Q2
15 quarters
|
|
629
Bio-Rad Laboratories Class A
BIO
$9.46B
| $18.1M | 0.03% |
90,855
+17,492
| +24% | +$3.37M |
2013 Q2
15 quarters
|
|
630
Mohawk Industries
MHK
$8.15B
| $18.1M | 0.03% |
78,900
-23,548
| -23% | -$5.17M |
2013 Q2
15 quarters
|
|
631
DELISTED
Tupperware Brands Corporation
TUP
| $18.1M | 0.03% |
288,027
+38,889
| +16% | +$2.3M |
2013 Q2
15 quarters
|
|
632
Wabtec
WAB
$48.4B
| $18M | 0.03% |
230,506
+6,745
| +3% | +$557K |
2013 Q2
15 quarters
|
|
|
ETFC
633
DELISTED
E*Trade Financial Corporation
ETFC
| $17.9M | 0.03% |
514,297
-160,461
| -24% | -$5.75M |
2013 Q2
15 quarters
|
|
634
JB Hunt Transport Services
JBHT
$21.5B
| $17.9M | 0.03% |
195,548
-31,849
| -14% | -$3.09M |
2013 Q2
15 quarters
|
|
|
NSANY
635
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
| $17.9M | 0.03% |
930,922
+123,881
| +15% | +$2.39M |
2015 Q4
5 quarters
|
|
636
CoreCivic
CXW
$3.03B
| $17.9M | 0.03% |
568,819
+5,532
| +1% | +$169K |
2013 Q2
15 quarters
|
|
637
Quanta Services
PWR
$95B
| $17.9M | 0.03% |
481,574
+54,949
| +13% | +$2.01M |
2013 Q2
15 quarters
|
|
638
iShares MSCI South Korea ETF
EWY
$21.4B
| $17.9M | 0.03% |
288,774
+21,750
| +8% | +$1.27M |
2013 Q2
15 quarters
|
|
639
Portland General Electric
POR
$5.19B
| $17.8M | 0.03% |
400,108
+19,711
| +5% | +$867K |
2013 Q2
15 quarters
|
|
640
Darden Restaurants
DRI
$24.5B
| $17.7M | 0.03% |
211,973
-56,613
| -21% | -$4.24M |
2013 Q2
15 quarters
|
|
|
CPN
641
DELISTED
Calpine Corporation
CPN
| $17.7M | 0.03% |
1,604,857
+321,939
| +25% | +$3.7M |
2013 Q2
15 quarters
|
|
642
Pentair
PNR
$8.53B
| $17.7M | 0.03% |
420,087
+4,674
| +1% | +$187K |
2013 Q2
15 quarters
|
|
643
TransDigm Group
TDG
$63B
| $17.7M | 0.03% |
80,437
-79,154
| -50% | -$18.9M |
2013 Q2
15 quarters
|
|
644
Federal Realty Investment Trust
FRT
$9.24B
| $17.7M | 0.03% |
132,636
+64
| +0% | +$8.84K |
2013 Q2
15 quarters
|
|
645
Sanmina
SANM
$9.42B
| $17.7M | 0.03% |
435,302
+8,496
| +2% | +$329K |
2013 Q2
15 quarters
|
|
646
Ulta Beauty
ULTA
$25.4B
| $17.6M | 0.03% |
61,851
-16,433
| -21% | -$4.5M |
2013 Q2
15 quarters
|
|
647
Ball Corp
BALL
$16.7B
| $17.6M | 0.03% |
474,382
-99,266
| -17% | -$3.71M |
2013 Q2
15 quarters
|
|
648
Eastman Chemical
EMN
$7.13B
| $17.6M | 0.03% |
217,618
-491,281
| -69% | -$38.6M |
2013 Q2
15 quarters
|
|
649
HF Sinclair
DINO
$22.3B
| $17.5M | 0.03% |
616,786
+31,377
| +5% | +$916K |
2013 Q2
15 quarters
|
|
650
Teradyne
TER
$50.8B
| $17.5M | 0.03% |
561,268
+107,766
| +24% | +$3.08M |
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.