We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|---|
3151
trivago
TRVG
$278M
| $161K | ﹤0.01% |
+2,467
| New | +$149K |
2017 Q1
0 quarters
|
|
|
UCFC
3152
DELISTED
United Community Financial Corp
UCFC
| $161K | ﹤0.01% |
19,357
+2,107
| +12% | +$18.1K |
2016 Q4
1 quarter
|
|
3153
Navigator Holdings
NVGS
$1.31B
| $160K | ﹤0.01% |
11,656
-70
| -0.6% | -$829 |
2016 Q4
1 quarter
|
|
3154
DELISTED
Brightcove, Inc.
BCOV
| $159K | ﹤0.01% |
17,819
+2,183
| +14% | +$17.3K |
2016 Q4
1 quarter
|
|
|
FRBK
3155
DELISTED
Republic First Bancorp Inc
FRBK
| $158K | ﹤0.01% |
19,078
-1,228
| -6% | -$9.73K |
2016 Q2
3 quarters
|
|
3156
Ceragon Networks
CRNT
$185M
| $156K | ﹤0.01% |
47,722
+16,294
| +52% | +$57.8K |
2016 Q3
2 quarters
|
|
|
AXIA.PR
3157
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
| $156K | ﹤0.01% |
28,538
-719
| -2% | -$4.45K |
2016 Q4
1 quarter
|
|
3158
Pure Cycle
PCYO
$267M
| $156K | ﹤0.01% |
+28,166
| New | +$150K |
2017 Q1
0 quarters
|
|
3159
Magnite
MGNI
$3.36B
| $153K | ﹤0.01% |
25,924
-7,782
| -23% | -$60.6K |
2016 Q3
2 quarters
|
|
|
QUOT
3160
DELISTED
Quotient Technology Inc
QUOT
| $153K | ﹤0.01% |
16,005
+1,168
| +8% | +$12.9K |
2016 Q2
3 quarters
|
|
|
PFSW
3161
DELISTED
PFSweb, Inc.
PFSW
| $153K | ﹤0.01% |
23,503
+4,811
| +26% | +$36.4K |
2015 Q4
5 quarters
|
|
3162
QuinStreet
QNST
$932M
| $151K | ﹤0.01% |
38,679
-42,979
| -53% | -$151K |
2013 Q2
15 quarters
|
|
|
PETX
3163
DELISTED
Aratana Therapeutics, Inc.
PETX
| $150K | ﹤0.01% |
28,252
-257
| -0.9% | -$1.74K |
2015 Q4
5 quarters
|
|
3164
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
| $150K | ﹤0.01% |
10,888
+573
| +6% | +$9.2K |
2016 Q3
2 quarters
|
|
3165
DELISTED
Immunogen Inc
IMGN
| $149K | ﹤0.01% |
38,492
+2,753
| +8% | +$8.04K |
2016 Q3
2 quarters
|
|
3166
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
| $147K | ﹤0.01% |
+15,523
| New | +$166K |
2017 Q1
0 quarters
|
|
|
TLGT
3167
DELISTED
Teligent, Inc
TLGT
| $145K | ﹤0.01% |
1,862
-531
| -22% | -$38.3K |
2015 Q4
5 quarters
|
|
3168
DELISTED
Adverum Biotechnologies
ADVM
| $144K | ﹤0.01% |
5,322
+2,390
| +82% | +$68K |
2015 Q4
5 quarters
|
|
3169
Calix
CALX
$2.31B
| $144K | ﹤0.01% |
19,849
-48,946
| -71% | -$347K |
2013 Q2
15 quarters
|
|
3170
Cerus
CERS
$445M
| $143K | ﹤0.01% |
32,129
-25,051
| -44% | -$106K |
2014 Q3
10 quarters
|
|
|
I
3171
DELISTED
INTELSAT S. A.
I
| $141K | ﹤0.01% |
33,879
-992
| -3% | -$3.74K |
2015 Q2
7 quarters
|
|
3172
A10 Networks
ATEN
$1.78B
| $140K | ﹤0.01% |
15,296
-19,562
| -56% | -$173K |
2015 Q4
5 quarters
|
|
3173
Hallador Energy
HNRG
$550M
| $139K | ﹤0.01% |
17,315
-741
| -4% | -$6.54K |
2015 Q2
7 quarters
|
|
|
SIEN
3174
DELISTED
Sientra, Inc.
SIEN
| $138K | ﹤0.01% |
1,641
+206
| +14% | +$18.2K |
2015 Q1
8 quarters
|
|
3175
VivoSim Labs
VIVS
$2.06M
| $135K | ﹤0.01% |
177
-10
| -5% | -$7.92K |
2014 Q4
9 quarters
|
|
Similar funds
SCC
BAM
ACI
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.