We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|---|
526
Prestige Consumer Healthcare
PBH
$2.37B
| $22.5M | 0.03% |
405,401
+62,939
| +18% | +$3.47M |
2013 Q2
15 quarters
|
|
527
United Rentals
URI
$64.6B
| $22.5M | 0.03% |
180,067
-64,396
| -26% | -$7.83M |
2013 Q2
15 quarters
|
|
528
Scotiabank
BNS
$111B
| $22.5M | 0.03% |
383,910
+102,116
| +36% | +$6.06M |
2013 Q2
15 quarters
|
|
529
Landstar System
LSTR
$5.78B
| $22.5M | 0.03% |
262,193
-1,725
| -0.7% | -$147K |
2013 Q2
15 quarters
|
|
|
XLNX
530
DELISTED
Xilinx Inc
XLNX
| $22.5M | 0.03% |
387,829
-13,905
| -3% | -$817K |
2013 Q2
15 quarters
|
|
531
Idexx Laboratories
IDXX
$44.1B
| $22.4M | 0.03% |
144,790
-129,051
| -47% | -$17.8M |
2013 Q2
15 quarters
|
|
532
W.W. Grainger
GWW
$62.4B
| $22.4M | 0.03% |
96,105
-155,536
| -62% | -$38.3M |
2013 Q2
15 quarters
|
|
533
Realty Income
O
$52.9B
| $22.4M | 0.03% |
387,715
+34,997
| +10% | +$2.03M |
2013 Q2
15 quarters
|
|
534
CarMax
KMX
$7.5B
| $22.4M | 0.03% |
377,421
+14,215
| +4% | +$923K |
2013 Q2
15 quarters
|
|
535
Equifax
EFX
$18.8B
| $22.2M | 0.03% |
162,367
-143,213
| -47% | -$18.2M |
2013 Q2
15 quarters
|
|
536
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.4B
| $22.2M | 0.03% |
650,443
+235,030
| +57% | +$7.99M |
2015 Q3
6 quarters
|
|
537
L3Harris
LHX
$45.4B
| $22.2M | 0.03% |
199,410
-115,600
| -37% | -$12.4M |
2013 Q2
15 quarters
|
|
538
Zions Bancorporation
ZION
$9.2B
| $22.1M | 0.03% |
526,903
-343,785
| -39% | -$14.9M |
2013 Q2
15 quarters
|
|
539
Ambev
ABEV
$50.3B
| $22.1M | 0.03% |
3,838,510
-2,838
| -0.1% | -$15.6K |
2013 Q4
13 quarters
|
|
|
MJN
540
DELISTED
Mead Johnson Nutrition Company
MJN
| $22.1M | 0.03% |
248,204
-111,273
| -31% | -$9.15M |
2013 Q2
15 quarters
|
|
541
NRG Energy
NRG
$21.7B
| $22M | 0.03% |
1,175,951
-391,199
| -25% | -$6.49M |
2013 Q2
15 quarters
|
|
542
Sociedad Química y Minera de Chile
SQM
$17.3B
| $22M | 0.03% |
638,761
+37,144
| +6% | +$1.21M |
2013 Q2
15 quarters
|
|
543
Avnet
AVT
$7.47B
| $21.9M | 0.03% |
478,699
+56,376
| +13% | +$2.61M |
2013 Q2
15 quarters
|
|
544
AGNC Investment
AGNC
$10.3B
| $21.8M | 0.03% |
1,093,624
+331,679
| +44% | +$6.39M |
2013 Q2
15 quarters
|
|
545
Navient
NAVI
$874M
| $21.7M | 0.03% |
1,473,177
-561,846
| -28% | -$8.61M |
2014 Q2
11 quarters
|
|
|
XL
546
DELISTED
XL Group Ltd.
XL
| $21.7M | 0.03% |
543,230
-37,703
| -6% | -$1.48M |
2013 Q2
15 quarters
|
|
|
TECD
547
DELISTED
Tech Data Corp
TECD
| $21.6M | 0.03% |
230,372
+6,698
| +3% | +$593K |
2013 Q2
15 quarters
|
|
|
VAR
548
DELISTED
Varian Medical Systems, Inc.
VAR
| $21.6M | 0.03% |
236,996
-191,161
| -45% | -$15.9M |
2013 Q2
15 quarters
|
|
549
CEMIG Preferred Shares
CIG
$6.55B
| $21.6M | 0.03% |
12,865,972
-1,179,422
| -8% | -$1.83M |
2013 Q2
15 quarters
|
|
550
Vulcan Materials
VMC
$33.1B
| $21.5M | 0.03% |
178,565
+11,787
| +7% | +$1.44M |
2013 Q2
15 quarters
|
|
Similar funds
SCC
BAM
ACI
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.