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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
APOL
3376
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-504,888
Closed -$5M –
AEPI
3377
DELISTED
AEP Industries Inc
AEPI
– –
-11,439
Closed -$1.33M –
IL
3378
DELISTED
IntraLinks Holdings Inc.
IL
– –
-121,281
Closed -$1.64M –
MEG icon
3379
DELISTED
Media General, Inc
MEG
– –
-93,291
Closed -$1.76M –
NRF
3380
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-590,098
Closed -$8.94M –
CLNY
3381
DELISTED
Colony Capital, Inc.
CLNY
– –
-148,037
Closed -$3M –
DTLK
3382
DELISTED
Datalink Corp
DTLK
– –
-39,692
Closed -$447K –
STJ
3383
DELISTED
St Jude Medical
STJ
– –
-529,481
Closed -$42.8M –
PSG
3384
DELISTED
Performance Sports Group Ltd.
PSG
– –
-29,537
Closed -$44K –
DRYS
3385
DELISTED
DryShips Inc. Common Stock
DRYS
– –
-1
Closed -$37K –
ORIG
3386
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
-1
Closed -$23K –
IO
3387
DELISTED
ION Geophysical Corporation
IO
– –
-34,578
Closed -$207K –
TSRX
3388
DELISTED
TRIUS THERAPEUTICS INC COM STK (DE)
TSRX
– –
-55,243
Closed – –
MESA icon
3389
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
20,200
– –
2015 Q4
5 quarters
ADVNB
3390
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
12,265
– –
2015 Q4
5 quarters
TKP
3391
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
– –
-310,392
Closed -$5.53M –
IIP
3392
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
– –
-140,718
Closed -$217K –
JMBA
3393
DELISTED
Jamba, Inc.
JMBA
– –
-24,558
Closed -$253K –
SGY
3394
DELISTED
Stone Energy
SGY
– –
-2,944
Closed -$120K –
FENX
3395
DELISTED
Fenix Parts, Inc.
FENX
– –
-70,449
Closed -$199K –
AFW.CL
3396
DELISTED
American Financial Group Inc
AFW.CL
– –
-10,254
Closed -$258K –
AXS.PRC.CL icon
3397
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
– –
-13,517
Closed -$341K –
O.PRF.CL icon
3398
DELISTED
Realty Income Corporation
O.PRF.CL
– –
-10,472
Closed -$263K –
HEOP
3399
DELISTED
Heritage Oaks Bancorp
HEOP
– –
-13,703
Closed -$169K –
RJD.CL
3400
DELISTED
Raymond James Financial Inc
RJD.CL
– –
-9,174
Closed -$233K –
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.