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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
-$10B
Cap. Flow % of AUM
Cap. Flow %
-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 | |
|---|---|---|---|---|---|---|---|
651
Lamb Weston
LW
$7.38B
| $17.4M | 0.03% |
414,751
+45,519
| +12% | +$1.8M |
2016 Q4
1 quarter
|
|
652
Mid-America Apartment Communities
MAA
$13.5B
| $17.4M | 0.03% |
171,224
+13,089
| +8% | +$1.29M |
2013 Q2
15 quarters
|
|
653
Range Resources
RRC
$10.1B
| $17.4M | 0.03% |
598,152
+161,556
| +37% | +$4.99M |
2013 Q2
15 quarters
|
|
654
Viatris
VTRS
$21.4B
| $17.4M | 0.03% |
446,268
-216,287
| -33% | -$8.72M |
2013 Q2
15 quarters
|
|
655
Kimco Realty
KIM
$15.4B
| $17.4M | 0.03% |
787,458
-59,748
| -7% | -$1.44M |
2013 Q2
15 quarters
|
|
656
Ligand Pharmaceuticals
LGND
$5.89B
| $17.4M | 0.03% |
263,213
-41,596
| -14% | -$2.74M |
2014 Q4
9 quarters
|
|
657
DELISTED
DigitalBridge
DBRG
| $17.3M | 0.03% |
334,928
+206,573
| +161% | +$11.6M |
2014 Q3
10 quarters
|
|
658
Tractor Supply
TSCO
$17.3B
| $17.3M | 0.03% |
1,252,335
-960,360
| -43% | -$14M |
2013 Q2
15 quarters
|
|
659
Harley-Davidson
HOG
$2.78B
| $17.3M | 0.03% |
285,351
-99,469
| -26% | -$5.84M |
2013 Q2
15 quarters
|
|
660
CF Industries
CF
$18.3B
| $17.2M | 0.03% |
587,416
-241,466
| -29% | -$7.88M |
2013 Q2
15 quarters
|
|
661
Trinity Industries
TRN
$2.01B
| $17.2M | 0.03% |
901,394
-162,922
| -15% | -$3.21M |
2013 Q2
15 quarters
|
|
|
SC
662
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $17.2M | 0.03% |
1,291,613
+55,043
| +4% | +$764K |
2014 Q1
12 quarters
|
|
663
Steel Dynamics
STLD
$34.5B
| $17.2M | 0.03% |
494,803
+163,775
| +49% | +$5.84M |
2013 Q2
15 quarters
|
|
664
Ecopetrol
EC
$36.8B
| $17.2M | 0.03% |
1,844,893
+82,540
| +5% | +$763K |
2013 Q2
15 quarters
|
|
665
MDU Resources
MDU
$4B
| $17.2M | 0.03% |
1,651,384
+95,899
| +6% | +$1M |
2013 Q2
15 quarters
|
|
|
DASTY
666
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
| $17.2M | 0.03% |
198,120
+26,249
| +15% | +$2.28M |
2015 Q4
5 quarters
|
|
667
TXNM Energy Inc
TXNM
$6.44B
| $17.1M | 0.03% |
461,824
-57,090
| -11% | -$2.02M |
2013 Q2
15 quarters
|
|
668
Alliant Energy
LNT
$17.7B
| $17.1M | 0.03% |
430,844
-8,860
| -2% | -$340K |
2013 Q2
15 quarters
|
|
669
Integra LifeSciences
IART
$1.03B
| $17M | 0.03% |
404,388
-167,230
| -29% | -$7.15M |
2013 Q2
15 quarters
|
|
670
DELISTED
Spirit AeroSystems
SPR
| $17M | 0.03% |
293,308
+2,910
| +1% | +$170K |
2013 Q2
15 quarters
|
|
671
Verisk Analytics
VRSK
$24.8B
| $16.9M | 0.03% |
207,774
-7,589
| -4% | -$623K |
2013 Q2
15 quarters
|
|
|
REP
672
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
| $16.8M | 0.03% |
1,081,942
+84,200
| +8% | +$1.31M |
2015 Q4
5 quarters
|
|
673
Alaska Air
ALK
$3.92B
| $16.7M | 0.03% |
181,221
-318,970
| -64% | -$30.2M |
2013 Q2
15 quarters
|
|
674
Morningstar
MORN
$7.78B
| $16.7M | 0.03% |
212,117
+1,295
| +0.6% | +$101K |
2013 Q2
15 quarters
|
|
675
Emcor
EME
$31.8B
| $16.6M | 0.03% |
264,020
-40,747
| -13% | -$2.7M |
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 $10B 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.