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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 | |
|---|---|---|---|---|---|---|---|
3176
Larimar Therapeutics
LRMR
$207M
| $134K | ﹤0.01% |
2,403
+861
| +56% | +$42.7K |
2016 Q3
2 quarters
|
|
|
SYUT
3177
DELISTED
Synutra International, Inc.
SYUT
| $134K | ﹤0.01% |
22,474
+418
| +2% | +$2.4K |
2015 Q4
5 quarters
|
|
|
NPTN
3178
DELISTED
NEOPHOTONICS CORP
NPTN
| $131K | ﹤0.01% |
+14,534
| New | +$152K |
2017 Q1
0 quarters
|
|
3179
McEwen Inc
MUX
$996M
| $129K | ﹤0.01% |
4,237
+59
| +1% | +$2.13K |
2016 Q3
2 quarters
|
|
|
CO
3180
DELISTED
Global Cord Blood Corporation
CO
| $126K | ﹤0.01% |
18,922
-1,008
| -5% | -$5.97K |
2014 Q4
9 quarters
|
|
|
UCP
3181
DELISTED
UCP, Inc.
UCP
| $125K | ﹤0.01% |
12,347
+593
| +5% | +$6.58K |
2016 Q3
2 quarters
|
|
3182
Ooma
OOMA
$544M
| $123K | ﹤0.01% |
12,406
-1,364
| -10% | -$13.1K |
2016 Q4
1 quarter
|
|
|
SHOR
3183
DELISTED
ShoreTel, Inc.
SHOR
| $122K | ﹤0.01% |
19,777
-13,565
| -41% | -$90.9K |
2013 Q2
15 quarters
|
|
3184
Iovance Biotherapeutics
IOVA
$6.17B
| $118K | ﹤0.01% |
15,891
+217
| +1% | +$1.59K |
2016 Q1
4 quarters
|
|
|
CACB
3185
DELISTED
Cascade Bancorp
CACB
| $118K | ﹤0.01% |
15,350
-76
| -0.5% | -$604 |
2016 Q3
2 quarters
|
|
3186
DELISTED
The Shyft Group
SHYF
| $117K | ﹤0.01% |
14,620
-211,148
| -94% | -$1.67M |
2015 Q4
5 quarters
|
|
|
SRGA
3187
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $117K | ﹤0.01% |
975
-2,711
| -74% | -$282K |
2013 Q2
15 quarters
|
|
|
AREX
3188
DELISTED
Approach Resources Inc.
AREX
| $117K | ﹤0.01% |
46,541
-9,007
| -16% | -$26K |
2014 Q4
9 quarters
|
|
3189
Ameresco
AMRC
$1.03B
| $114K | ﹤0.01% |
17,382
-20,942
| -55% | -$115K |
2014 Q1
12 quarters
|
|
3190
Build-A-Bear
BBW
$307M
| $114K | ﹤0.01% |
12,827
-13,674
| -52% | -$146K |
2013 Q2
15 quarters
|
|
3191
Axogen
AXGN
$2.03B
| $113K | ﹤0.01% |
10,843
+93
| +0.9% | +$948 |
2016 Q4
1 quarter
|
|
3192
Aptevo Therapeutics
APVO
$2.93M
| – | – |
0
| – | – |
2016 Q3
2 quarters
|
|
3193
Senseonics Holdings Inc
SENS
$411M
| $107K | ﹤0.01% |
2,992
-66
| -2% | -$3.19K |
2016 Q3
2 quarters
|
|
|
JONE
3194
DELISTED
Jones Energy, Inc.
JONE
| $106K | ﹤0.01% |
2,080
+45
| +2% | +$3.2K |
2015 Q2
7 quarters
|
|
3195
Rigel Pharmaceuticals
RIGL
$859M
| $102K | ﹤0.01% |
3,082
+312
| +11% | +$7.95K |
2013 Q3
14 quarters
|
|
3196
Hovnanian Enterprises
HOV
$580M
| $101K | ﹤0.01% |
1,784
-17
| -0.9% | -$1K |
2015 Q3
6 quarters
|
|
3197
DELISTED
Amplify Snack Brands, Inc.
BETR
| $98K | ﹤0.01% |
11,647
-9,950
| -46% | -$95.8K |
2016 Q1
4 quarters
|
|
|
MEET
3198
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $98K | ﹤0.01% |
+16,628
| New | +$84.4K |
2017 Q1
0 quarters
|
|
|
LUB
3199
DELISTED
Luby's Inc.
LUB
| $94K | ﹤0.01% |
+30,174
| New | +$109K |
2017 Q1
0 quarters
|
|
|
CBR
3200
DELISTED
CIBER Inc.
CBR
| $94K | ﹤0.01% |
234,368
-5,425
| -2% | -$2.45K |
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.