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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
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
-$9.97B
Cap. Flow %
-15.23%
Top 10 Hldgs %
14.15%
Holding
3,929
New
153
Increased
2,078
Reduced
1,512
Closed
156

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 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 Financials 13.74%
2 Technology 12.49%
3 Healthcare 10.51%
4 Industrials 9.39%
5 Consumer Discretionary 7.69%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CUDA
2601
DELISTED
Barracuda Networks, Inc.
CUDA
$776K ﹤0.01%
33,590
+655
+2% +$15.3K
MCHI icon
2602
iShares MSCI China ETF
MCHI
$6.04B
$774K ﹤0.01%
15,493
+4,155
+37% +$200K
GNL icon
2603
Global Net Lease
GNL
$1.87B
$772K ﹤0.01%
32,080
-6,235
-16% -$148K
FSS icon
2604
Federal Signal
FSS
$7.25B
$771K ﹤0.01%
55,831
+12,411
+29% +$187K
CHUY
2605
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$771K ﹤0.01%
25,863
+14,010
+118% +$410K
ECOM
2606
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$767K ﹤0.01%
68,816
-28,482
-29% -$351K
SFS
2607
DELISTED
Smart & Final Stores, Inc.
SFS
$766K ﹤0.01%
63,322
-1,464
-2% -$20K
NEWR
2608
DELISTED
New Relic, Inc.
NEWR
$765K ﹤0.01%
20,641
+5,693
+38% +$199K
JPM.PRD.CL
2609
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$765K ﹤0.01%
30,125
-4,201
-12% -$105K
VRA icon
2610
Vera Bradley
VRA
$105M
$763K ﹤0.01%
82,002
+3,599
+5% +$37.9K
EPOL icon
2611
iShares MSCI Poland ETF
EPOL
$669M
$762K ﹤0.01%
35,300
-7,293
-17% -$151K
KRNT icon
2612
Kornit Digital
KRNT
$706M
$760K ﹤0.01%
39,778
+28,578
+255% +$470K
KANG
2613
DELISTED
iKang Healthcare Group, Inc.
KANG
$759K ﹤0.01%
51,959
+14,842
+40% +$244K
WFC.PRJ.CL
2614
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$757K ﹤0.01%
28,857
-3,990
-12% -$105K
SENEA icon
2615
Seneca Foods Class A
SENEA
$1.13B
$756K ﹤0.01%
20,929
+4,204
+25% +$158K
PPBI
2616
DELISTED
Pacific Premier Bancorp
PPBI
$755K ﹤0.01%
19,584
-169
-0.9% -$6.5K
PKE icon
2617
Park Aerospace
PKE
$745M
$750K ﹤0.01%
41,967
+861
+2% +$16K
BSV icon
2618
Vanguard Short-Term Bond ETF
BSV
$44.6B
$749K ﹤0.01%
9,400
-2,820
-23% -$224K
VCYT icon
2619
Veracyte
VCYT
$4.52B
$745K ﹤0.01%
81,145
+22,966
+39% +$188K
GM
2620
DELISTED
GEN MOTORS CORP
GM
$745K ﹤0.01%
+21,078
New +$745K
FLXN
2621
DELISTED
Flexion Therapeutics, Inc.
FLXN
$743K ﹤0.01%
27,600
+12,181
+79% +$249K
TUES
2622
DELISTED
Tuesday Morning Corp
TUES
$743K ﹤0.01%
198,185
+86,178
+77% +$350K
RBS.PRL.CL
2623
DELISTED
Royal Bank Of Scotland Group Plc
RBS.PRL.CL
$743K ﹤0.01%
29,611
-4,707
-14% -$117K
ALX
2624
Alexander's
ALX
$1.4B
$741K ﹤0.01%
1,715
-599
-26% -$256K
BRG
2625
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$738K ﹤0.01%
59,961
+14,028
+31% +$179K
103 104
105
106 107

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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 $9.97B 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 Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Parametric Portfolio Associates opened a new position in Vanguard Mid-Cap ETF worth $39.9M.

  • Parametric Portfolio Associates's largest Q1 2017 buy was Vanguard 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.