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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 | |
|---|---|---|---|---|---|---|---|
|
GLF
3226
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $59K | ﹤0.01% |
169,693
-7,427
| -4% | -$8.55K |
2013 Q2
15 quarters
|
|
|
RSYS
3227
DELISTED
Radisys Corp
RSYS
| $58K | ﹤0.01% |
14,569
+1,735
| +14% | +$7.16K |
2016 Q3
2 quarters
|
|
3228
DELISTED
Patriot National, Inc.
PN
| $58K | ﹤0.01% |
+20,466
| New | +$81.7K |
2017 Q1
0 quarters
|
|
3229
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $58K | ﹤0.01% |
2,386
-1,378
| -37% | -$34.5K |
2014 Q3
10 quarters
|
|
3230
DELISTED
Jive Software, Inc.
JIVE
| $58K | ﹤0.01% |
13,412
+784
| +6% | +$3.32K |
2016 Q3
2 quarters
|
|
3231
Rocket Pharmaceuticals
RCKT
$259M
| $57K | ﹤0.01% |
+7,152
| New | +$48.1K |
2017 Q1
0 quarters
|
|
|
SREV
3232
DELISTED
ServiceSource International, Inc.
SREV
| $57K | ﹤0.01% |
14,766
-6,353
| -30% | -$30.1K |
2013 Q2
15 quarters
|
|
|
ISEE
3233
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $55K | ﹤0.01% |
15,005
+3,914
| +35% | +$16.5K |
2015 Q4
5 quarters
|
|
|
BBRG
3234
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $55K | ﹤0.01% |
+10,722
| New | +$46.6K |
2017 Q1
0 quarters
|
|
|
FUEL
3235
DELISTED
Rocket Fuel Inc.
FUEL
| $55K | ﹤0.01% |
+10,175
| New | +$29.7K |
2017 Q1
0 quarters
|
|
3236
Radiant Logistics
RLGT
$426M
| $53K | ﹤0.01% |
10,590
+363
| +4% | +$1.67K |
2016 Q4
1 quarter
|
|
|
LTS
3237
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $53K | ﹤0.01% |
21,208
+2,381
| +13% | +$5.47K |
2015 Q4
5 quarters
|
|
3238
Theriva Biologics
TOVX
$9.73M
| $52K | ﹤0.01% |
+9
| New | +$62.8K |
2017 Q1
0 quarters
|
|
|
NIHD
3239
DELISTED
NII Holdings, Inc. Common Stock
NIHD
| $52K | ﹤0.01% |
39,640
+13,672
| +53% | +$29.6K |
2016 Q2
3 quarters
|
|
3240
CPI Card Group
PMTS
$298M
| $50K | ﹤0.01% |
+2,403
| New | +$54.4K |
2017 Q1
0 quarters
|
|
3241
Universal Technical Institute
UTI
$1.13B
| $50K | ﹤0.01% |
14,557
-3,163
| -18% | -$10.7K |
2013 Q2
15 quarters
|
|
3242
DELISTED
Genesis Healthcare, Inc.
GEN
| $49K | ﹤0.01% |
18,455
-502
| -3% | -$1.8K |
2016 Q3
2 quarters
|
|
|
CIE
3243
DELISTED
Cobalt International Energy, Inc
CIE
| $49K | ﹤0.01% |
6,082
-121
| -2% | -$1.46K |
2013 Q2
15 quarters
|
|
|
NADL
3244
DELISTED
North Atlantic Drilling Ltd
NADL
| $47K | ﹤0.01% |
27,558
-50,568
| -65% | -$114K |
2016 Q1
4 quarters
|
|
3245
DELISTED
Titan Pharmaceuticals
TTNP
| $44K | ﹤0.01% |
4
| – | – |
2016 Q3
2 quarters
|
|
3246
Talphera
TLPH
$55.5M
| $42K | ﹤0.01% |
+662
| New | +$39K |
2017 Q1
0 quarters
|
|
|
NGD
3247
DELISTED
New Gold Inc
NGD
| $39K | ﹤0.01% |
12,982
-1,044
| -7% | -$3.38K |
2016 Q3
2 quarters
|
|
3248
Vince Holding Corp
VNCE
$173M
| $35K | ﹤0.01% |
2,233
-7,673
| -77% | -$184K |
2015 Q3
6 quarters
|
|
3249
Arrowhead Research
ARWR
$8.26B
| $34K | ﹤0.01% |
+18,468
| New | +$36.6K |
2017 Q1
0 quarters
|
|
3250
Lee Enterprises
LEE
$150M
| $33K | ﹤0.01% |
1,282
+71
| +6% | +$2.02K |
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.