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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 | |
|---|---|---|---|---|---|---|---|
3051
Altisource Portfolio Solutions
ASPS
$65.7M
| $244K | ﹤0.01% |
+828
| New | +$183K |
2017 Q1
0 quarters
|
|
|
SGBK
3052
DELISTED
Stonegate Bank
SGBK
| $244K | ﹤0.01% |
5,191
-2,214
| -30% | -$100K |
2015 Q4
5 quarters
|
|
3053
Columbus McKinnon
CMCO
$423M
| $243K | ﹤0.01% |
9,779
-10,174
| -51% | -$268K |
2013 Q2
15 quarters
|
|
3054
Townsquare Media
TSQ
$69.8M
| $243K | ﹤0.01% |
19,965
-8,336
| -29% | -$91.6K |
2016 Q2
3 quarters
|
|
|
IBA
3055
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $242K | ﹤0.01% |
+4,455
| New | +$218K |
2017 Q1
0 quarters
|
|
|
PCBK
3056
DELISTED
Pacific Continental Corp
PCBK
| $242K | ﹤0.01% |
9,896
-2,000
| -17% | -$49.5K |
2016 Q1
4 quarters
|
|
3057
Chiron Real Estate Inc
XRN
$402M
| $241K | ﹤0.01% |
5,306
+1,026
| +24% | +$44.3K |
2016 Q4
1 quarter
|
|
3058
Triumph Financial Inc
TFIN
$1.47B
| $241K | ﹤0.01% |
9,341
+1,326
| +17% | +$35.2K |
2016 Q1
4 quarters
|
|
|
XLRN
3059
DELISTED
Acceleron Pharma
XLRN
| $241K | ﹤0.01% |
+9,101
| New | +$240K |
2017 Q1
0 quarters
|
|
3060
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
| $241K | ﹤0.01% |
9,446
-1,207
| -11% | -$29.8K |
2015 Q4
5 quarters
|
|
3061
Liberty Latin America Class A
LILA
$1.58B
| $240K | ﹤0.01% |
16,856
-1,148
| -6% | -$17K |
2016 Q2
3 quarters
|
|
3062
Seres Therapeutics
MCRB
$24.7M
| $240K | ﹤0.01% |
1,067
+14
| +1% | +$2.84K |
2016 Q4
1 quarter
|
|
3063
Vanguard Morningstar Small-Cap ETF
VB
$76.9B
| $240K | ﹤0.01% |
+1,797
| New | +$238K |
2017 Q1
0 quarters
|
|
|
GHDX
3064
DELISTED
Genomic Health, Inc.
GHDX
| $240K | ﹤0.01% |
7,610
-7,950
| -51% | -$235K |
2015 Q4
5 quarters
|
|
3065
DELISTED
Associated Capital Group
AC
| $239K | ﹤0.01% |
+6,643
| New | +$241K |
2017 Q1
0 quarters
|
|
|
GFA
3066
DELISTED
Gafisa S.A.
GFA
| $239K | ﹤0.01% |
11,972
-3
| -0% | -$61 |
2016 Q4
1 quarter
|
|
3067
DELISTED
Public Storage
PSA.PRT.CL
| $239K | ﹤0.01% |
9,513
-1,229
| -11% | -$30.5K |
2015 Q4
5 quarters
|
|
3068
Celldex Therapeutics
CLDX
$2.16B
| $238K | ﹤0.01% |
4,392
+94
| +2% | +$4.89K |
2013 Q2
15 quarters
|
|
|
FNBC
3069
DELISTED
First NBC Bank Holding Company
FNBC
| $238K | ﹤0.01% |
59,409
+11,060
| +23% | +$54.1K |
2013 Q4
13 quarters
|
|
3070
DELISTED
Protective Life Corp
PL.PRC.CL
| $238K | ﹤0.01% |
9,367
-1,308
| -12% | -$33.2K |
2015 Q4
5 quarters
|
|
3071
CTO Realty Growth
CTO
$770M
| $237K | ﹤0.01% |
16,313
-740
| -4% | -$10.8K |
2016 Q2
3 quarters
|
|
3072
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $237K | ﹤0.01% |
13,796
+3,082
| +29% | +$49.6K |
2013 Q2
15 quarters
|
|
3073
Ampco-Pittsburgh
AP
$171M
| $234K | ﹤0.01% |
16,643
+243
| +1% | +$3.62K |
2013 Q2
15 quarters
|
|
|
ORBC
3074
DELISTED
ORBCOMM, Inc.
ORBC
| $234K | ﹤0.01% |
24,493
+3,858
| +19% | +$33.1K |
2016 Q3
2 quarters
|
|
|
ATE
3075
DELISTED
Advantest Corp
ATE
| $233K | ﹤0.01% |
12,499
-1,585
| -11% | -$29.5K |
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.