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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 | |
|---|---|---|---|---|---|---|---|
3076
iShares S&P Small-Cap 600 Growth ETF
IJT
$7.47B
| $230K | ﹤0.01% |
+3,000
| New | +$227K |
2017 Q1
0 quarters
|
|
|
BLMT
3077
DELISTED
BSB Bancorp, Inc.
BLMT
| $230K | ﹤0.01% |
8,129
+161
| +2% | +$4.49K |
2016 Q4
1 quarter
|
|
3078
Lipocine
LPCN
$12.9M
| $229K | ﹤0.01% |
3,455
+736
| +27% | +$47.7K |
2016 Q3
2 quarters
|
|
|
EMWP
3079
DELISTED
Eros Media World PLC
EMWP
| $228K | ﹤0.01% |
1,105
-1,179
| -52% | -$268K |
2014 Q4
9 quarters
|
|
3080
DELISTED
Fly Leasing Limited
FLY
| $228K | ﹤0.01% |
17,394
+4,163
| +31% | +$56.9K |
2013 Q2
15 quarters
|
|
3081
Assembly Biosciences
ASMB
$409M
| $226K | ﹤0.01% |
+740
| New | +$182K |
2017 Q1
0 quarters
|
|
|
DSPG
3082
DELISTED
DSP Group Inc
DSPG
| $226K | ﹤0.01% |
18,821
+5,297
| +39% | +$58.8K |
2013 Q2
15 quarters
|
|
3083
DELISTED
Craft Brew Alliance, Inc.
BREW
| $226K | ﹤0.01% |
16,906
+476
| +3% | +$7.1K |
2016 Q2
3 quarters
|
|
3084
DELISTED
AXIS CAPITAL HOLDINGS LIMITED 5.50% SERIES D Called for Redemption
AXS.PRD.CL
| $226K | ﹤0.01% |
9,044
-1,161
| -11% | -$28.1K |
2015 Q4
5 quarters
|
|
3085
DELISTED
BankFinancial
BFIN
| $223K | ﹤0.01% |
15,381
+725
| +5% | +$10.5K |
2013 Q2
15 quarters
|
|
3086
Twilio
TWLO
$37.5B
| $223K | ﹤0.01% |
+7,730
| New | +$234K |
2017 Q1
0 quarters
|
|
3087
CMB.TECH NV
CMBT
$5.01B
| $223K | ﹤0.01% |
28,265
+13,247
| +88% | +$107K |
2015 Q4
5 quarters
|
|
|
PSB.PRU.CL
3088
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
| $223K | ﹤0.01% |
8,778
-1,099
| -11% | -$27K |
2015 Q4
5 quarters
|
|
|
CTX.CL
3089
DELISTED
Qwest Corporation
CTX.CL
| $223K | ﹤0.01% |
8,842
-1,117
| -11% | -$28.3K |
2015 Q4
5 quarters
|
|
|
MGR.CL
3090
DELISTED
Affiliated Managers Group Inc
MGR.CL
| $223K | ﹤0.01% |
8,739
-1,206
| -12% | -$30.9K |
2015 Q4
5 quarters
|
|
3091
Orion
OEC
$302M
| $219K | ﹤0.01% |
+10,688
| New | +$220K |
2017 Q1
0 quarters
|
|
|
CTY
3092
DELISTED
QWEST CORPORATION 6.125% NOTES DUE 2053
CTY
| $218K | ﹤0.01% |
8,784
-1,083
| -11% | -$26.4K |
2015 Q4
5 quarters
|
|
3093
Bar Harbor Bankshares
BHB
$641M
| $217K | ﹤0.01% |
+6,562
| New | +$193K |
2017 Q1
0 quarters
|
|
3094
Intrepid Potash
IPI
$435M
| $217K | ﹤0.01% |
12,639
+2,964
| +31% | +$57.3K |
2013 Q2
15 quarters
|
|
3095
Tower Semiconductor
TSEM
$22.1B
| $217K | ﹤0.01% |
+9,428
| New | +$207K |
2017 Q1
0 quarters
|
|
|
COBZ
3096
DELISTED
CoBiz Financial,Inc
COBZ
| $217K | ﹤0.01% |
12,887
+504
| +4% | +$8.62K |
2013 Q2
15 quarters
|
|
|
SNBC
3097
DELISTED
Sun Bancorp Inc
SNBC
| $217K | ﹤0.01% |
8,913
+312
| +4% | +$7.83K |
2016 Q1
4 quarters
|
|
3098
RCI Hospitality Holdings
RICK
$196M
| $216K | ﹤0.01% |
12,483
-1,659
| -12% | -$28.2K |
2015 Q4
5 quarters
|
|
3099
iShares MSCI Japan ETF
EWJ
$23.1B
| $215K | ﹤0.01% |
+4,184
| New | +$214K |
2017 Q1
0 quarters
|
|
3100
NLI Holdings
NL
$324M
| $215K | ﹤0.01% |
33,398
| – | – |
2016 Q1
4 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.