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Parametric Portfolio Associates

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
Cap. Flow
-$9.98B
Cap. Flow %
-15.24%
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
IVV icon
iShares Core S&P 500 ETF
IVV
+$259M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$111M
3
ENB icon
Enbridge
ENB
+$48.8M
4
VO icon
Vanguard Morningstar Mid-Cap ETF
VO
+$39.4M
5
PM icon
Philip Morris
PM
+$39.3M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$256M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$253M
3
JPM icon
JPMorgan Chase
JPM
+$226M
4
JNJ icon
Johnson & Johnson
JNJ
+$206M
5
GOOGL icon
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
DFJ icon
3276
WisdomTree Japan SmallCap Dividend Fund
DFJ
$438M
– –
-12,712
Closed -$787K –
DHS icon
3277
WisdomTree US High Dividend Fund
DHS
$1.59B
– –
-12,800
Closed -$861K –
DLTH icon
3278
Duluth Holdings
DLTH
$151M
– –
-25,100
Closed -$638K –
ECH icon
3279
iShares MSCI Chile ETF
ECH
$953M
– –
-7,498
Closed -$281K –
EPAC icon
3280
Enerpac Tool Group
EPAC
$1.79B
– –
-225,230
Closed -$5.84M –
EVC icon
3281
Entravision Communication
EVC
$616M
– –
-28,470
Closed -$199K –
FOLD icon
3282
DELISTED
Amicus Therapeutics
FOLD
– –
-40,245
Closed -$200K –
GABC icon
3283
German American Bancorp
GABC
$1.86B
– –
-9,353
Closed -$328K –
HHS icon
3284
Harte-Hanks
HHS
$32.3M
– –
-23,673
Closed -$357K –
HOFT icon
3285
Hooker Furnishings Corp
HOFT
$137M
– –
-9,582
Closed -$364K –
HURC icon
3286
Hurco Companies Inc
HURC
$135M
– –
-12,980
Closed -$430K –
IMUX icon
3287
Immunic
IMUX
$96.9M
– –
-28
Closed -$49K –
IVE icon
3288
iShares S&P 500 Value ETF
IVE
$49.9B
– –
-2,145
Closed -$217K –
IVW icon
3289
iShares S&P 500 Growth ETF
IVW
$78.2B
– –
-6,804
Closed -$207K –
IWS icon
3290
iShares Russell Mid-Cap Value ETF
IWS
$15.4B
– –
-3,192
Closed -$257K –
IWV icon
3291
iShares Russell 3000 ETF
IWV
$20.4B
– –
-24,460
Closed -$3.25M –
LAB icon
3292
Standard BioTools
LAB
$258M
– –
-10,391
Closed -$76K –
LCUT icon
3293
Lifetime Brands
LCUT
$202M
– –
-15,555
Closed -$276K –
LXRX icon
3294
Lexicon Pharmaceuticals
LXRX
$734M
– –
-10,840
Closed -$150K –
MEDP icon
3295
Medpace
MEDP
$17.5B
– –
-6,110
Closed -$220K –
MLR icon
3296
Miller Industries
MLR
$582M
– –
-14,999
Closed -$397K –
NGS icon
3297
Natural Gas Services Group
NGS
$399M
– –
-24,309
Closed -$782K –
NNBR icon
3298
NN Inc
NNBR
$327M
– –
-40,133
Closed -$765K –
NVAX icon
3299
Novavax
NVAX
$2.11B
– –
-928
Closed -$23K –
PCEF icon
3300
Invesco CEF Income Composite ETF
PCEF
$761M
– –
-69,963
Closed -$1.57M –
130 131
132
133 134

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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.