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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
PFF icon
3301
iShares Preferred and Income Securities ETF
PFF
$12.1B
– –
-14,208
Closed -$529K –
PGEN icon
3302
Precigen
PGEN
$2.58B
– –
-17,230
Closed -$415K –
PI icon
3303
Impinj
PI
$5.83B
– –
-10,599
Closed -$375K –
PKOH icon
3304
Park-Ohio Holdings
PKOH
$669M
– –
-12,223
Closed -$521K –
RWR icon
3305
State Street SPDR Dow Jones REIT ETF
RWR
$1.78B
– –
-5,031
Closed -$470K –
SCHB icon
3306
Schwab US Broad Market ETF
SCHB
$44.9B
– –
-626,754
Closed -$5.66M –
SCHF icon
3307
Schwab International Equity ETF
SCHF
$67B
– –
-460,800
Closed -$6.38M –
SCHX icon
3308
Schwab US Large- Cap ETF
SCHX
$74.6B
– –
-248,106
Closed -$2.2M –
SHAK icon
3309
Shake Shack
SHAK
$2.85B
– –
-9,684
Closed -$347K –
SPH icon
3310
Suburban Propane Partners
SPH
$1.15B
– –
-17,270
Closed -$519K –
VGK icon
3311
Vanguard FTSE Europe ETF
VGK
$29.7B
– –
-9,192
Closed -$441K –
VHC icon
3312
VirnetX Holding Corp
VHC
$46.1M
– –
-2,135
Closed -$94K –
VPG icon
3313
Vishay Precision Group
VPG
$853M
– –
-34,708
Closed -$656K –
VT icon
3314
Vanguard Total World Stock ETF
VT
$82.1B
– –
-70,712
Closed -$4.31M –
WEYS icon
3315
Weyco Group
WEYS
$498M
– –
-7,047
Closed -$221K –
WING icon
3316
Wingstop
WING
$3.57B
– –
-11,980
Closed -$354K –
PAMT icon
3317
PAMT Corp
PAMT
$250M
– –
-46,640
Closed -$303K –
MN icon
3318
DELISTED
MANNING & NAPIER, INC.
MN
– –
-30,220
Closed -$228K –
CSLT
3319
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-125,993
Closed -$624K –
DRNA
3320
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
– –
-11,796
Closed -$34K –
GPX
3321
DELISTED
GP Strategies Corp.
GPX
– –
-7,461
Closed -$213K –
EZT
3322
DELISTED
Entergy Texas, Inc. First Mortgage Bonds, 5.625% Series due June 1, 2064
EZT
– –
-8,139
Closed -$205K –
PSA.PRW icon
3323
DELISTED
Public Storage Depositary Shares, Each Representing 1/1,000 of a 5.20% Cumulative Preferred Share of
PSA.PRW
– –
-8,626
Closed -$201K –
GCAP
3324
DELISTED
Gain Capital Holdings, Inc.
GCAP
– –
-30,375
Closed -$200K –
ARCH icon
3325
DELISTED
Arch Resources, Inc.
ARCH
– –
-3,809
Closed -$297K –
131 132
133
134 135

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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.