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 | |
|---|---|---|---|---|---|---|---|
3251
DELISTED
Edgio, Inc. Common Stock
EGIO
| $32K | ﹤0.01% |
314
+1
| +0.3% | +$93 |
2014 Q3
10 quarters
|
|
3252
DELISTED
Avinger, Inc. Common Stock
AVGR
| – | – |
0
| – | – |
2017 Q1
0 quarters
|
|
|
ALR
3253
DELISTED
AlerisLife Inc
ALR
| $30K | ﹤0.01% |
1,380
+138
| +11% | +$3.38K |
2013 Q2
15 quarters
|
|
|
WG
3254
DELISTED
Willbros Group
WG
| $30K | ﹤0.01% |
+10,852
| New | +$31.6K |
2017 Q1
0 quarters
|
|
3255
Workhorse Group
WKHS
$31.7M
| $28K | ﹤0.01% |
+4
| New | +$41.6K |
2017 Q1
0 quarters
|
|
|
SEAC
3256
DELISTED
Seachange International Inc
SEAC
| $28K | ﹤0.01% |
568
-4,469
| -89% | -$220K |
2013 Q2
15 quarters
|
|
3257
DELISTED
Nobilis Health Corp.
HLTH
| $28K | ﹤0.01% |
+16,514
| New | +$34.3K |
2017 Q1
0 quarters
|
|
|
FCSC
3258
DELISTED
Fibrocell Science Inc.
FCSC
| $27K | ﹤0.01% |
+2,652
| New | +$29.4K |
2017 Q1
0 quarters
|
|
3259
Globalstar
GSAT
$10.7B
| $23K | ﹤0.01% |
+944
| New | +$21.2K |
2017 Q1
0 quarters
|
|
|
ALSK
3260
DELISTED
Alaska Communications Systems
ALSK
| $20K | ﹤0.01% |
10,752
-835
| -7% | -$1.43K |
2015 Q1
8 quarters
|
|
3261
Altimmune
ALT
$459M
| $18K | ﹤0.01% |
74
+4
| +6% | +$2.14K |
2016 Q4
1 quarter
|
|
3262
Quantum Corp
QMCO
$852M
| $18K | ﹤0.01% |
128
+13
| +11% | +$1.87K |
2013 Q2
15 quarters
|
|
3263
Vivani Medical
VANI
$104M
| $14K | ﹤0.01% |
482
-29
| -6% | -$1.11K |
2016 Q4
1 quarter
|
|
3264
Oragenics
OGEN
$1.97M
| $13K | ﹤0.01% |
+2
| New | +$21.5K |
2017 Q1
0 quarters
|
|
3265
iShares MSCI ACWI ex US ETF
ACWX
$17.5B
| – | – |
-20,597
| Closed | -$829K | – |
|
3266
Addus HomeCare
ADUS
$2.18B
| – | – |
-9,000
| Closed | -$315K | – |
|
3267
WisdomTree International AI Enhanced Value Fund
AIVI
$60.5M
| – | – |
-15,200
| Closed | -$568K | – |
|
3268
Astronics
ATRO
$2.65B
| – | – |
-12,860
| Closed | -$315K | – |
|
3269
Vanguard Intermediate-Term Bond ETF
BIV
$28.4B
| – | – |
-3,684
| Closed | -$306K | – |
|
3270
Bank of Marin Bancorp
BMRC
$427M
| – | – |
-7,788
| Closed | -$272K | – |
|
3271
Bassett Furniture
BSET
$185M
| – | – |
-23,596
| Closed | -$717K | – |
|
3272
Pathward Financial
CASH
$1.5B
| – | – |
-19,005
| Closed | -$652K | – |
|
3273
Century Casinos
CNTY
$22.4M
| – | – |
-16,088
| Closed | -$132K | – |
|
3274
Collegium Pharmaceutical
COLL
$755M
| – | – |
-10,956
| Closed | -$171K | – |
|
3275
Covenant Logistics
CVLG
$782M
| – | – |
-28,284
| Closed | -$274K | – |
|
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.