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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 | |
|---|---|---|---|---|---|---|---|
|
PZN
3126
DELISTED
Pzena Investment Management, Inc. Class A
PZN
| $195K | ﹤0.01% |
19,777
-156
| -0.8% | -$1.58K |
2013 Q2
15 quarters
|
|
3127
INNOVATE Corp
VATE
$82M
| $189K | ﹤0.01% |
3,044
+1,846
| +154% | +$115K |
2015 Q3
6 quarters
|
|
|
RNWK
3128
DELISTED
RealNetworks Inc
RNWK
| $189K | ﹤0.01% |
38,991
+1,298
| +3% | +$6.43K |
2013 Q2
15 quarters
|
|
3129
Destination XL Group
DXLG
$24.7M
| $187K | ﹤0.01% |
65,534
-125,823
| -66% | -$388K |
2013 Q2
15 quarters
|
|
|
NEWS
3130
DELISTED
NewStar Financial, Inc.
NEWS
| $185K | ﹤0.01% |
17,504
+7,198
| +70% | +$69.8K |
2016 Q3
2 quarters
|
|
3131
NMI Holdings
NMIH
$3.06B
| $184K | ﹤0.01% |
16,142
-27,211
| -63% | -$298K |
2014 Q4
9 quarters
|
|
|
GLUU
3132
DELISTED
Glu Mobile Inc.
GLUU
| $184K | ﹤0.01% |
+81,066
| New | +$175K |
2017 Q1
0 quarters
|
|
|
AKH
3133
DELISTED
AIR France-KLM
AKH
| $183K | ﹤0.01% |
24,025
-4,055
| -14% | -$30.9K |
2015 Q4
5 quarters
|
|
3134
TransAlta
TAC
$4.08B
| $180K | ﹤0.01% |
30,854
+2,787
| +10% | +$15.8K |
2014 Q2
11 quarters
|
|
3135
DELISTED
Primo Water Corporation
PRMW
| $180K | ﹤0.01% |
+14,576
| New | +$164K |
2017 Q1
0 quarters
|
|
3136
Fluent
FLNT
$86M
| $179K | ﹤0.01% |
+6,400
| New | +$145K |
2017 Q1
0 quarters
|
|
3137
Frontline
FRO
$11.7B
| $179K | ﹤0.01% |
26,537
+11,133
| +72% | +$77.8K |
2016 Q2
3 quarters
|
|
3138
Power Solutions International
PSIX
$1.08B
| $178K | ﹤0.01% |
+17,637
| New | +$109K |
2017 Q1
0 quarters
|
|
|
PHIIK
3139
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $178K | ﹤0.01% |
14,877
-637
| -4% | -$9.66K |
2013 Q2
15 quarters
|
|
3140
Luxfer Holdings
LXFR
$466M
| $174K | ﹤0.01% |
+14,327
| New | +$163K |
2017 Q1
0 quarters
|
|
3141
DELISTED
VOXX International Corporation Class A
VOXX
| $173K | ﹤0.01% |
33,181
-3,446
| -9% | -$15.9K |
2013 Q2
15 quarters
|
|
3142
KVH Industries
KVHI
$108M
| $172K | ﹤0.01% |
20,504
+442
| +2% | +$4.32K |
2013 Q3
14 quarters
|
|
3143
Cytokinetics
CYTK
$8.67B
| $171K | ﹤0.01% |
13,333
+189
| +1% | +$2.21K |
2014 Q4
9 quarters
|
|
3144
Gladstone Investment Corp
GAIN
$602M
| $169K | ﹤0.01% |
18,579
+7
| +0% | +$62 |
2014 Q4
9 quarters
|
|
3145
First Northwest Bancorp
FNWB
$91.3M
| $167K | ﹤0.01% |
10,751
+337
| +3% | +$5.19K |
2016 Q3
2 quarters
|
|
|
KDNY
3146
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
| $166K | ﹤0.01% |
3,085
+424
| +16% | +$24K |
2016 Q2
3 quarters
|
|
|
JE
3147
DELISTED
Just Energy Group Inc
JE
| $166K | ﹤0.01% |
+802
| New | +$154K |
2017 Q1
0 quarters
|
|
|
CETV
3148
DELISTED
Central European Media Enterprises Ltd
CETV
| $164K | ﹤0.01% |
53,059
-348
| -0.7% | -$973 |
2014 Q3
10 quarters
|
|
|
PMBC
3149
DELISTED
Pacific Mercantile Bancorp
PMBC
| $163K | ﹤0.01% |
21,526
+9,879
| +85% | +$73.7K |
2016 Q4
1 quarter
|
|
3150
DELISTED
Dynavax Technologies
DVAX
| $162K | ﹤0.01% |
27,151
+939
| +4% | +$4.51K |
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 $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.