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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
SCAI
3351
DELISTED
Surgical Care Affiliates, Inc.
SCAI
– –
-46,174
Closed -$2.14M –
CYNO
3352
DELISTED
Cynosure, Inc. Class A
CYNO
– –
-165,591
Closed -$7.55M –
GK icon
3353
DELISTED
G&K Services Inc
GK
– –
-51,819
Closed -$5M –
TNGO
3354
DELISTED
Tangoe, Inc.
TNGO
– –
-39,297
Closed -$310K –
LLTC
3355
DELISTED
Linear Technology Corp
LLTC
– –
-388,325
Closed -$24.2M –
HAR
3356
DELISTED
Harman International Industries
HAR
– –
-118,800
Closed -$13.2M –
YDKN
3357
DELISTED
Yadkin Financial Corporation
YDKN
– –
-11,882
Closed -$407K –
ACAT
3358
DELISTED
Arctic Cat Inc
ACAT
– –
-91,888
Closed -$1.38M –
BATS
3359
DELISTED
Bats Global Markets, Inc.
BATS
– –
-20,135
Closed -$675K –
CLCD
3360
DELISTED
CoLucid Pharmaceuticals, Inc.
CLCD
– –
-14,587
Closed -$531K –
EQY
3361
DELISTED
Equity One
EQY
– –
-135,619
Closed -$4.16M –
CLC
3362
DELISTED
Clarcor
CLC
– –
-97,084
Closed -$8.01M –
LIOX
3363
DELISTED
Lionbridge Technologies
LIOX
– –
-51,782
Closed -$300K –
SE icon
3364
DELISTED
Spectra Energy Corp Wi
SE
– –
-1,517,828
Closed -$62.4M –
ELNK
3365
DELISTED
EarthLink Holdings Corp.
ELNK
– –
-617,998
Closed -$3.49M –
ISIL
3366
DELISTED
Intersil Corp
ISIL
– –
-345,683
Closed -$7.71M –
CLMS
3367
DELISTED
Calamos Asset Management, Inc.
CLMS
– –
-118,100
Closed -$1.01M –
NILE
3368
DELISTED
Blue Nile, Inc.
NILE
– –
-15,154
Closed -$616K –
VASC
3369
DELISTED
Vascular Solutions Inc
VASC
– –
-20,608
Closed -$1.16M –
ARIA
3370
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-141,892
Closed -$1.76M –
WCIC
3371
DELISTED
WCI Communities, Inc.
WCIC
– –
-23,028
Closed -$540K –
IQNT
3372
DELISTED
Inteliquent, Inc.
IQNT
– –
-87,760
Closed -$2.01M –
HPTRP
3373
DELISTED
HOSPITALITY PROPERTIES TRUST 7.125% Series D Cumulative Redeemable Preferred Shares,
HPTRP
– –
-11,791
Closed -$297K –
LOCK
3374
DELISTED
LifeLock, Inc.
LOCK
– –
-131,085
Closed -$3.14M –
TMH icon
3375
DELISTED
Team Health Holdings Inc
TMH
– –
-20,231
Closed -$879K –
133 134
135
136 137

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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.