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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
FOMX
3326
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
– –
-10,182
Closed -$113K –
AEH.CL
3327
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
– –
-13,517
Closed -$339K –
NVTR
3328
DELISTED
Nuvectra Corporation Common Stock
NVTR
– –
-18,045
Closed -$91K –
EMCI
3329
DELISTED
EMC INS Group Inc
EMCI
– –
-18,287
Closed -$549K –
TRK
3330
DELISTED
Speedway Motorsports, Inc.
TRK
– –
-32,449
Closed -$703K –
KIM.PRI.CL icon
3331
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
– –
-18,490
Closed -$450K –
CTRL
3332
DELISTED
Control4 Corporation
CTRL
– –
-20,759
Closed -$212K –
ISF.CL
3333
DELISTED
ING Groep NV
ISF.CL
– –
-8,772
Closed -$221K –
FRSH icon
3334
DELISTED
Papa Murphy's Holdings, Inc
FRSH
– –
-28,716
Closed -$121K –
CBK icon
3335
DELISTED
Christopher & Banks Corporation
CBK
– –
-12,481
Closed -$29K –
BHBK
3336
DELISTED
Blue Hills Bancorp, Inc.
BHBK
– –
-17,669
Closed -$331K –
NCOM
3337
DELISTED
National Commerce Corporation
NCOM
– –
-5,590
Closed -$208K –
RBS.PRS.CL
3338
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
– –
-8,147
Closed -$204K –
KTWO icon
3339
DELISTED
K2M Group Holdings, Inc
KTWO
– –
-10,103
Closed -$202K –
ANTH
3340
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
– –
-1,364
Closed -$7K –
PZE
3341
DELISTED
Petrobras Argentina S A
PZE
– –
-76,318
Closed -$536K –
AEK.CL
3342
DELISTED
Aegon NV
AEK.CL
– –
-10,845
Closed -$283K –
IXYS
3343
DELISTED
IXYS Corp
IXYS
– –
-30,142
Closed -$359K –
SNAK
3344
DELISTED
Inventure Foods, Inc.
SNAK
– –
-183,627
Closed -$1.81M –
MXPT
3345
DELISTED
MaxPoint Interactive, Inc.
MXPT
– –
-15,826
Closed -$95K –
WMAR
3346
DELISTED
West Marine Inc
WMAR
– –
-35,271
Closed -$369K –
INNL
3347
DELISTED
Innocoll Holdings plc Ordinary Shares
INNL
– –
-14,914
Closed -$10K –
MENT
3348
DELISTED
Mentor Graphics Corp
MENT
– –
-180,274
Closed -$6.65M –
ENH
3349
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-157,302
Closed -$14.5M –
PLKI
3350
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-13,825
Closed -$836K –
132 133
134
135 136

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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.