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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 | |
|---|---|---|---|---|---|---|---|
3001
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.40% Cumulative Preferred Share of
PSA.PRB
| $284K | ﹤0.01% |
11,555
-1,501
| -11% | -$36.4K |
2016 Q4
1 quarter
|
|
3002
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
| $284K | ﹤0.01% |
11,128
-1,438
| -11% | -$36.3K |
2015 Q4
5 quarters
|
|
|
REN
3003
DELISTED
Resolute Energy Corporaton
REN
| $284K | ﹤0.01% |
7,037
-26,135
| -79% | -$1.13M |
2016 Q3
2 quarters
|
|
3004
DELISTED
Nextera Energy Capital Holdings
NEE.PRG.CL
| $284K | ﹤0.01% |
11,264
-1,545
| -12% | -$38.7K |
2015 Q4
5 quarters
|
|
3005
Cherry Hill Mortgage Investment Corp
CHMI
$92M
| $283K | ﹤0.01% |
16,555
-2,514
| -13% | -$45.7K |
2015 Q4
5 quarters
|
|
3006
1-800-Flowers.com
FLWS
$177M
| $282K | ﹤0.01% |
27,633
-27,031
| -49% | -$271K |
2013 Q2
15 quarters
|
|
3007
Lantheus
LNTH
$6.51B
| $282K | ﹤0.01% |
22,530
+5,058
| +29% | +$53.5K |
2016 Q3
2 quarters
|
|
3008
DELISTED
First of Long Island Corp
FLIC
| $281K | ﹤0.01% |
10,398
-10,144
| -49% | -$278K |
2013 Q2
15 quarters
|
|
|
IPLDP
3009
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
| $281K | ﹤0.01% |
11,104
-1,532
| -12% | -$39.4K |
2015 Q4
5 quarters
|
|
|
SBY
3010
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $281K | ﹤0.01% |
13,068
-20,333
| -61% | -$387K |
2013 Q2
15 quarters
|
|
3011
DELISTED
First Financial Northwest, Inc
FFNW
| $280K | ﹤0.01% |
15,874
+804
| +5% | +$15.8K |
2015 Q4
5 quarters
|
|
3012
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$128M
| $279K | ﹤0.01% |
11,008
-2,332
| -17% | -$59K |
2016 Q1
4 quarters
|
|
3013
DELISTED
Civitas Resources
CIVI
| $278K | ﹤0.01% |
2,143
-243
| -10% | -$48.8K |
2013 Q3
14 quarters
|
|
3014
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
| $278K | ﹤0.01% |
+2,294
| New | +$275K |
2017 Q1
0 quarters
|
|
|
CCF
3015
DELISTED
Chase Corporation
CCF
| $278K | ﹤0.01% |
2,910
+122
| +4% | +$11K |
2016 Q4
1 quarter
|
|
|
STRP
3016
DELISTED
Straight Path Communications Inc.
STRP
| $277K | ﹤0.01% |
7,707
+277
| +4% | +$9.6K |
2016 Q4
1 quarter
|
|
3017
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
| $275K | ﹤0.01% |
9,984
-1,444
| -13% | -$39.4K |
2015 Q4
5 quarters
|
|
|
ARH.PRC.CL
3018
DELISTED
Arch Capital Group Ltd
ARH.PRC.CL
| $275K | ﹤0.01% |
10,915
-1,459
| -12% | -$37K |
2015 Q4
5 quarters
|
|
3019
iShares S&P 100 ETF
OEF
$20.4B
| $274K | ﹤0.01% |
+2,617
| New | +$270K |
2017 Q1
0 quarters
|
|
3020
Vanguard Dividend Appreciation ETF
VIG
$113B
| $274K | ﹤0.01% |
3,050
+480
| +19% | +$42.5K |
2016 Q1
4 quarters
|
|
|
VDTH
3021
DELISTED
Videocon d2h Limited
VDTH
| $272K | ﹤0.01% |
23,670
-773
| -3% | -$7.55K |
2016 Q1
4 quarters
|
|
3022
Independent Bank Corp
IBCP
$790M
| $271K | ﹤0.01% |
13,076
-184
| -1% | -$3.89K |
2016 Q1
4 quarters
|
|
3023
iShares MSCI USA Min Vol Factor ETF
USMV
$24B
| $271K | ﹤0.01% |
5,684
-18,979
| -77% | -$889K |
2016 Q4
1 quarter
|
|
|
INSY
3024
DELISTED
Insys Therapeutics, Inc.
INSY
| $270K | ﹤0.01% |
25,712
+6,600
| +35% | +$70.3K |
2015 Q4
5 quarters
|
|
3025
Citizens & Northern Corp
CZNC
$457M
| $269K | ﹤0.01% |
11,551
+3,422
| +42% | +$82.8K |
2016 Q4
1 quarter
|
|
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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.