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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 | |
|---|---|---|---|---|---|---|---|
|
MITSY
676
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
| $16.5M | 0.03% |
56,670
+11,854
| +26% | +$3.46M |
2015 Q4
5 quarters
|
|
677
Martin Marietta Materials
MLM
$35.6B
| $16.5M | 0.03% |
75,580
+10,070
| +15% | +$2.22M |
2013 Q2
15 quarters
|
|
678
Thomson Reuters
TRI
$47.2B
| $16.4M | 0.03% |
327,435
+77,793
| +31% | +$3.97M |
2013 Q2
15 quarters
|
|
679
DELISTED
Foot Locker
FL
| $16.4M | 0.03% |
219,162
-19,307
| -8% | -$1.39M |
2013 Q2
15 quarters
|
|
|
GGP
680
DELISTED
GGP Inc.
GGP
| $16.4M | 0.03% |
706,093
-101,967
| -13% | -$2.49M |
2013 Q2
15 quarters
|
|
681
Suncor Energy
SU
$91.3B
| $16.3M | 0.03% |
531,342
+72,466
| +16% | +$2.28M |
2013 Q2
15 quarters
|
|
|
MXIM
682
DELISTED
Maxim Integrated Products
MXIM
| $16.3M | 0.02% |
362,748
+41,641
| +13% | +$1.82M |
2013 Q2
15 quarters
|
|
683
Arcos Dorados Holdings
ARCO
$1.67B
| $16.3M | 0.02% |
2,077,533
+352,098
| +20% | +$2.17M |
2013 Q2
15 quarters
|
|
|
WCG
684
DELISTED
Wellcare Health Plans, Inc.
WCG
| $16.3M | 0.02% |
115,980
+6,998
| +6% | +$996K |
2013 Q2
15 quarters
|
|
685
POSCO
PKX
$16.6B
| $16.2M | 0.02% |
251,890
+75,670
| +43% | +$4.53M |
2013 Q2
15 quarters
|
|
686
Dick's Sporting Goods
DKS
$14.2B
| $16.2M | 0.02% |
333,570
-242,884
| -42% | -$12.3M |
2013 Q2
15 quarters
|
|
687
Ashland
ASH
$3.26B
| $16.2M | 0.02% |
267,320
+22,993
| +9% | +$1.33M |
2013 Q2
15 quarters
|
|
688
Atmos Energy
ATO
$28.3B
| $16.2M | 0.02% |
204,845
+43,724
| +27% | +$3.36M |
2013 Q2
15 quarters
|
|
|
CSC
689
DELISTED
Computer Sciences
CSC
| $16.2M | 0.02% |
234,324
-21,952
| -9% | -$1.46M |
2013 Q2
15 quarters
|
|
|
XEC
690
DELISTED
CIMAREX ENERGY CO
XEC
| $16.1M | 0.02% |
135,148
-63,908
| -32% | -$8.29M |
2013 Q2
15 quarters
|
|
691
Chipotle Mexican Grill
CMG
$37.8B
| $16.1M | 0.02% |
1,810,650
-139,850
| -7% | -$1.15M |
2013 Q2
15 quarters
|
|
692
Core Laboratories
CLB
$459M
| $16.1M | 0.02% |
139,551
+47,683
| +52% | +$5.54M |
2013 Q2
15 quarters
|
|
|
SCG
693
DELISTED
Scana
SCG
| $16.1M | 0.02% |
246,563
-60,931
| -20% | -$4.21M |
2013 Q2
15 quarters
|
|
694
Gerdau
GGB
$9.85B
| $16.1M | 0.02% |
5,881,250
-252,449
| -4% | -$784K |
2013 Q2
15 quarters
|
|
695
SL Green Realty
SLG
$3.33B
| $16.1M | 0.02% |
155,949
-5,068
| -3% | -$534K |
2013 Q2
15 quarters
|
|
696
Teradata
TDC
$2.82B
| $16M | 0.02% |
515,601
-16,954
| -3% | -$512K |
2013 Q2
15 quarters
|
|
697
DELISTED
Orange
ORAN
| $16M | 0.02% |
1,032,131
+46,972
| +5% | +$730K |
2013 Q2
15 quarters
|
|
698
CDW
CDW
$18.8B
| $15.9M | 0.02% |
275,318
-55,796
| -17% | -$3.14M |
2014 Q4
9 quarters
|
|
699
Commercial Metals
CMC
$7.19B
| $15.9M | 0.02% |
830,263
+187,949
| +29% | +$3.85M |
2013 Q2
15 quarters
|
|
700
Canadian Pacific Kansas City
CP
$76.8B
| $15.9M | 0.02% |
540,345
+125,250
| +30% | +$3.72M |
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.