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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 | |
|---|---|---|---|---|---|---|---|
|
BAS
3101
DELISTED
Basis Energy Services, Inc.
BAS
| $215K | ﹤0.01% |
+6,445
| New | +$242K |
2017 Q1
0 quarters
|
|
3102
Horizon Bancorp
HBNC
$999M
| $214K | ﹤0.01% |
12,255
-10,109
| -45% | -$176K |
2015 Q4
5 quarters
|
|
|
ZOES
3103
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $214K | ﹤0.01% |
11,566
-3,334
| -22% | -$68.2K |
2014 Q3
10 quarters
|
|
3104
Evolent Health
EVH
$517M
| $213K | ﹤0.01% |
+9,549
| New | +$183K |
2017 Q1
0 quarters
|
|
3105
Fortress Biotech
FBIO
$62.4M
| $212K | ﹤0.01% |
3,821
-32
| -0.8% | -$1.43K |
2014 Q3
10 quarters
|
|
|
TMK.PRC
3106
DELISTED
Torchmark Corporation
TMK.PRC
| $212K | ﹤0.01% |
8,202
-1,025
| -11% | -$26.5K |
2016 Q4
1 quarter
|
|
3107
DELISTED
Adeptus Health Inc
ADPT
| $212K | ﹤0.01% |
+117,627
| New | +$660K |
2017 Q1
0 quarters
|
|
3108
Safe Bulkers
SB
$891M
| $211K | ﹤0.01% |
95,934
-13,100
| -12% | -$20.2K |
2016 Q4
1 quarter
|
|
|
SFE
3109
DELISTED
Safeguard Scientifics, Inc.
SFE
| $211K | ﹤0.01% |
16,619
+6,163
| +59% | +$77.6K |
2014 Q3
10 quarters
|
|
|
PCMI
3110
DELISTED
PCM, Inc
PCMI
| $210K | ﹤0.01% |
+7,476
| New | +$191K |
2017 Q1
0 quarters
|
|
3111
Mercer International
MERC
$12.7M
| $209K | ﹤0.01% |
17,824
+2,689
| +18% | +$31.7K |
2015 Q4
5 quarters
|
|
|
SMS
3112
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
| $209K | ﹤0.01% |
+21,853
| New | +$209K |
2017 Q1
0 quarters
|
|
3113
State Street Technology Select Sector SPDR ETF
XLK
$121B
| $208K | ﹤0.01% |
+7,810
| New | +$201K |
2017 Q1
0 quarters
|
|
|
TSC
3114
DELISTED
TriState Capital Holdings, Inc.
TSC
| $208K | ﹤0.01% |
8,894
-1,482
| -14% | -$33.9K |
2015 Q4
5 quarters
|
|
3115
DELISTED
Capital One Financial Corporation
COF.PRF
| $208K | ﹤0.01% |
7,975
-1,061
| -12% | -$27.3K |
2015 Q4
5 quarters
|
|
|
OTE
3116
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
| $207K | ﹤0.01% |
44,751
-41
| -0.1% | -$190 |
2015 Q4
5 quarters
|
|
3117
WisdomTree US MidCap Dividend Fund
DON
$3.88B
| $206K | ﹤0.01% |
+6,324
| New | +$204K |
2017 Q1
0 quarters
|
|
3118
Marcus & Millichap
MMI
$1.06B
| $206K | ﹤0.01% |
8,372
-2,838
| -25% | -$73.5K |
2016 Q3
2 quarters
|
|
|
WACLY
3119
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
| $205K | ﹤0.01% |
3,259
-246
| -7% | -$15.5K |
2016 Q4
1 quarter
|
|
3120
Vanguard Information Technology ETF
VGT
$146B
| $204K | ﹤0.01% |
+12,008
| New | +$196K |
2017 Q1
0 quarters
|
|
3121
Rithm Property Trust
RPT
$81.1M
| $203K | ﹤0.01% |
2,677
-140
| -5% | -$10.7K |
2015 Q4
5 quarters
|
|
3122
Flexsteel Industries
FLXS
$344M
| $201K | ﹤0.01% |
3,991
-4,344
| -52% | -$226K |
2014 Q4
9 quarters
|
|
3123
DELISTED
Everi Holdings
EVRI
| $200K | ﹤0.01% |
+41,650
| New | +$136K |
2017 Q1
0 quarters
|
|
3124
Kimball Electronics
KE
$620M
| $196K | ﹤0.01% |
11,538
-307
| -3% | -$5.12K |
2016 Q1
4 quarters
|
|
|
ESTE
3125
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
| $196K | ﹤0.01% |
+15,397
| New | +$202K |
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 $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.