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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 | |
|---|---|---|---|---|---|---|---|
3026
Provident Financial
PROV
$112M
| $268K | ﹤0.01% |
14,386
-2,036
| -12% | -$38.5K |
2016 Q2
3 quarters
|
|
3027
iShares Biotechnology ETF
IBB
$10.3B
| $267K | ﹤0.01% |
+2,727
| New | +$261K |
2017 Q1
0 quarters
|
|
|
TCF.PRB.CL
3028
DELISTED
TCF Financial Corporation
TCF.PRB.CL
| $266K | ﹤0.01% |
10,446
-1,468
| -12% | -$37.6K |
2015 Q4
5 quarters
|
|
|
CIO
3029
DELISTED
City Office REIT
CIO
| $264K | ﹤0.01% |
21,696
-5,252
| -19% | -$66.1K |
2016 Q2
3 quarters
|
|
|
WIFI
3030
DELISTED
Boingo Wireless, Inc.
WIFI
| $263K | ﹤0.01% |
20,256
-13,979
| -41% | -$167K |
2014 Q3
10 quarters
|
|
3031
State Street SPDR S&P Bank ETF
KBE
$1.48B
| $261K | ﹤0.01% |
6,065
-112
| -2% | -$4.93K |
2014 Q3
10 quarters
|
|
3032
Sterling Infrastructure
STRL
$13B
| $259K | ﹤0.01% |
27,956
-109,067
| -80% | -$995K |
2013 Q2
15 quarters
|
|
3033
Puma Biotechnology
PBYI
$507M
| $257K | ﹤0.01% |
+6,908
| New | +$252K |
2017 Q1
0 quarters
|
|
3034
DELISTED
MODEL N, INC.
MODN
| $257K | ﹤0.01% |
24,618
+6,098
| +33% | +$59.4K |
2014 Q3
10 quarters
|
|
3035
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
| $254K | ﹤0.01% |
10,183
-1,354
| -12% | -$32.9K |
2015 Q4
5 quarters
|
|
3036
Orchid Island Capital
ORC
$981M
| $253K | ﹤0.01% |
5,058
-1,560
| -24% | -$84.7K |
2015 Q2
7 quarters
|
|
3037
Insmed
INSM
$21B
| $252K | ﹤0.01% |
14,417
+4,063
| +39% | +$62.7K |
2016 Q4
1 quarter
|
|
3038
Precision Drilling
PDS
$1.08B
| $251K | ﹤0.01% |
2,654
+1,548
| +140% | +$162K |
2016 Q1
4 quarters
|
|
|
AEB
3039
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
| $251K | ﹤0.01% |
10,114
-1,392
| -12% | -$33.5K |
2015 Q4
5 quarters
|
|
3040
Etsy
ETSY
$7.81B
| $250K | ﹤0.01% |
23,514
-5,769
| -20% | -$67.6K |
2016 Q3
2 quarters
|
|
|
XCO
3041
DELISTED
Exco Resources
XCO
| $250K | ﹤0.01% |
26,914
| – | – |
2013 Q2
15 quarters
|
|
3042
Kyntra Bio
KYNB
$19.6M
| $249K | ﹤0.01% |
+405
| New | +$247K |
2017 Q1
0 quarters
|
|
3043
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
| $249K | ﹤0.01% |
+5,658
| New | +$242K |
2017 Q1
0 quarters
|
|
|
ONDK
3044
DELISTED
On Deck Capital, Inc.
ONDK
| $248K | ﹤0.01% |
49,165
+23,623
| +92% | +$118K |
2016 Q2
3 quarters
|
|
3045
Gogo Inc
GOGO
$289M
| $247K | ﹤0.01% |
22,477
+3,342
| +17% | +$33.6K |
2016 Q3
2 quarters
|
|
3046
Vitamin Cottage Natural Grocers
NGVC
$705M
| $247K | ﹤0.01% |
23,784
-3,774
| -14% | -$45K |
2016 Q2
3 quarters
|
|
3047
DELISTED
Sapiens International
SPNS
| $247K | ﹤0.01% |
19,146
+8
| +0% | +$111 |
2014 Q3
10 quarters
|
|
3048
Westwood Holdings Group
WHG
$178M
| $247K | ﹤0.01% |
4,629
-2,785
| -38% | -$159K |
2013 Q2
15 quarters
|
|
|
FBNK
3049
DELISTED
First Connecticut Bancorp, Inc
FBNK
| $246K | ﹤0.01% |
9,911
-16,387
| -62% | -$382K |
2013 Q2
15 quarters
|
|
3050
Fox Factory Holding Corp
FOXF
$674M
| $245K | ﹤0.01% |
+8,522
| New | +$232K |
2017 Q1
0 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.