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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 | |
|---|---|---|---|---|---|---|---|
3201
Sportsman's Warehouse
SPWH
$41.1M
| $88K | ﹤0.01% |
18,498
-15,660
| -46% | -$97.5K |
2014 Q4
9 quarters
|
|
3202
Citizens
CIA
$174M
| $87K | ﹤0.01% |
11,720
-3,296
| -22% | -$29.3K |
2013 Q2
15 quarters
|
|
3203
DELISTED
Amber Road Inc
AMBR
| $86K | ﹤0.01% |
11,187
-945
| -8% | -$7.81K |
2015 Q4
5 quarters
|
|
|
NTP
3204
DELISTED
Nam Tai Property Inc.
NTP
| $86K | ﹤0.01% |
12,392
-95
| -0.8% | -$694 |
2015 Q3
6 quarters
|
|
|
SIGM
3205
DELISTED
Sigma Designs Inc
SIGM
| $83K | ﹤0.01% |
13,288
-39,510
| -75% | -$243K |
2013 Q2
15 quarters
|
|
|
ARLZ
3206
DELISTED
Aralez Pharmaceuticals Inc.
ARLZ
| $81K | ﹤0.01% |
+37,907
| New | +$142K |
2017 Q1
0 quarters
|
|
3207
Baytex Energy
BTE
$3.71B
| $80K | ﹤0.01% |
23,273
-9,361
| -29% | -$36.5K |
2014 Q4
9 quarters
|
|
3208
Marchex
MCHX
$55.9M
| $80K | ﹤0.01% |
29,260
+9,162
| +46% | +$24.7K |
2016 Q4
1 quarter
|
|
3209
Clean Energy Fuels
CLNE
$331M
| $77K | ﹤0.01% |
30,367
-86,505
| -74% | -$228K |
2014 Q3
10 quarters
|
|
3210
Genie Energy
GNE
$439M
| $77K | ﹤0.01% |
+10,580
| New | +$62K |
2017 Q1
0 quarters
|
|
3211
MidCap Financial Investment
MFIC
$687M
| $77K | ﹤0.01% |
3,908
-11,043
| -74% | -$205K |
2013 Q2
15 quarters
|
|
|
AGFS
3212
DELISTED
AgroFresh Solutions Inc
AGFS
| $77K | ﹤0.01% |
17,589
+4,043
| +30% | +$12K |
2016 Q4
1 quarter
|
|
|
WAC
3213
DELISTED
Walter Investment Mgt Corp
WAC
| $77K | ﹤0.01% |
71,464
-15,057
| -17% | -$46.4K |
2013 Q2
15 quarters
|
|
3214
Wheeler Real Estate Investment Trust
WHLR
$215K
| – | – |
0
| – | – |
2016 Q4
1 quarter
|
|
|
USAK
3215
DELISTED
USA Truck Inc
USAK
| $75K | ﹤0.01% |
10,257
-11,853
| -54% | -$105K |
2014 Q3
10 quarters
|
|
|
ERN
3216
DELISTED
Erin Energy Corp
ERN
| $71K | ﹤0.01% |
29,495
-2,427
| -8% | -$7.75K |
2015 Q3
6 quarters
|
|
3217
Angi Inc
ANGI
$251M
| $70K | ﹤0.01% |
1,234
-75
| -6% | -$4.77K |
2016 Q3
2 quarters
|
|
3218
Geron
GERN
$752M
| $68K | ﹤0.01% |
30,099
+16,602
| +123% | +$35.4K |
2016 Q4
1 quarter
|
|
|
SHOS
3219
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
| $67K | ﹤0.01% |
17,065
-35,289
| -67% | -$133K |
2013 Q2
15 quarters
|
|
3220
Zedge
ZDGE
$43.6M
| $66K | ﹤0.01% |
21,536
-34
| -0.2% | -$113 |
2016 Q2
3 quarters
|
|
3221
Noodles & Co
NDLS
$83.4M
| $65K | ﹤0.01% |
1,410
-2,942
| -68% | -$99.2K |
2014 Q3
10 quarters
|
|
3222
DELISTED
Cantaloupe
CTLP
| $64K | ﹤0.01% |
+15,068
| New | +$63.8K |
2017 Q1
0 quarters
|
|
3223
Dawson Geophysical
DWSN
$69.3M
| $64K | ﹤0.01% |
12,108
-1,200
| -9% | -$8.28K |
2016 Q4
1 quarter
|
|
|
AGRX
3224
DELISTED
Agile Therapeutics
AGRX
| $63K | ﹤0.01% |
+10
| New | +$50.3K |
2017 Q1
0 quarters
|
|
|
ZIXI
3225
DELISTED
Zix Corporation
ZIXI
| $61K | ﹤0.01% |
12,777
-58,249
| -82% | -$287K |
2015 Q3
6 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.