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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 | |
|---|---|---|---|---|---|---|---|
301
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
| $41M | 0.06% |
2,211,679
+341,780
| +18% | +$6.33M |
2015 Q4
5 quarters
|
|
|
ABB
302
DELISTED
ABB Ltd
ABB
| $40.8M | 0.06% |
1,744,463
+225,415
| +15% | +$5.15M |
2013 Q2
15 quarters
|
|
303
Hartford Financial Services
HIG
$36B
| $40.8M | 0.06% |
848,122
-288,329
| -25% | -$14M |
2013 Q2
15 quarters
|
|
304
CMS Energy
CMS
$21B
| $40.7M | 0.06% |
910,188
-180,974
| -17% | -$7.84M |
2013 Q2
15 quarters
|
|
305
BHP
BHP
$211B
| $40.3M | 0.06% |
1,245,214
+183,647
| +17% | +$6.34M |
2013 Q2
15 quarters
|
|
306
Reliance Steel & Aluminium
RS
$20.8B
| $40.1M | 0.06% |
500,817
+98,818
| +25% | +$8.11M |
2013 Q2
15 quarters
|
|
307
Enterprise Products Partners
EPD
$76.8B
| $40M | 0.06% |
1,450,396
+34,096
| +2% | +$952K |
2013 Q2
15 quarters
|
|
|
308
Vanguard Morningstar Mid-Cap ETF
VO
$107B
| $39.9M | 0.06% |
+1,147,252
| New | +$39.4M |
2017 Q1
0 quarters
|
|
309
Prudential
PUK
$29.6B
| $39.9M | 0.06% |
970,301
+121,868
| +14% | +$4.79M |
2013 Q2
15 quarters
|
|
|
ALXN
310
DELISTED
Alexion Pharmaceuticals
ALXN
| $39.8M | 0.06% |
328,363
-408,761
| -55% | -$52.7M |
2013 Q2
15 quarters
|
|
311
Banco Santander
SAN
$195B
| $39.7M | 0.06% |
6,821,499
+1,134,753
| +20% | +$6.1M |
2013 Q2
15 quarters
|
|
312
Ingredion
INGR
$6.13B
| $39.5M | 0.06% |
327,782
-22,792
| -7% | -$2.79M |
2013 Q2
15 quarters
|
|
313
Nebius Group N.V.
NBIS
$51.2B
| $39.5M | 0.06% |
1,799,539
+13,709
| +0.8% | +$312K |
2013 Q2
15 quarters
|
|
314
WEC Energy
WEC
$34.6B
| $39.4M | 0.06% |
650,016
-278,754
| -30% | -$16.4M |
2013 Q2
15 quarters
|
|
315
Progressive
PGR
$124B
| $39.4M | 0.06% |
1,004,880
-103,151
| -9% | -$3.94M |
2013 Q2
15 quarters
|
|
|
ATVI
316
DELISTED
Activision Blizzard
ATVI
| $39.1M | 0.06% |
784,897
-697,695
| -47% | -$30.7M |
2013 Q2
15 quarters
|
|
317
iShares Core MSCI EAFE ETF
IEFA
$190B
| $38.8M | 0.06% |
669,328
+30,585
| +5% | +$1.72M |
2015 Q3
6 quarters
|
|
318
Lam Research
LRCX
$347B
| $38.5M | 0.06% |
2,998,200
-475,660
| -14% | -$5.59M |
2013 Q2
15 quarters
|
|
319
Lincoln National
LNC
$7.66B
| $38.4M | 0.06% |
586,467
-419,402
| -42% | -$28.7M |
2013 Q2
15 quarters
|
|
320
Weyerhaeuser
WY
$14B
| $38.3M | 0.06% |
1,126,547
-6,438
| -0.6% | -$209K |
2013 Q2
15 quarters
|
|
321
United Airlines
UAL
$32.9B
| $37.9M | 0.06% |
536,262
-581,602
| -52% | -$42M |
2013 Q2
15 quarters
|
|
322
ING
ING
$94.5B
| $37.8M | 0.06% |
2,503,729
+232,169
| +10% | +$3.4M |
2013 Q2
15 quarters
|
|
323
ManpowerGroup
MAN
$2.03B
| $37.7M | 0.06% |
367,520
+64,479
| +21% | +$6.26M |
2013 Q2
15 quarters
|
|
324
Genuine Parts
GPC
$18.4B
| $37.7M | 0.06% |
407,747
-79,551
| -16% | -$7.65M |
2013 Q2
15 quarters
|
|
|
VIAB
325
DELISTED
Viacom Inc. Class B
VIAB
| $37.7M | 0.06% |
807,965
-465,201
| -37% | -$19.6M |
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.