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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
FF icon
2626
Future Fuel
FF
$204M
$736K ﹤0.01%
51,902
-1,529
-3% -$20.5K
C.PRC.CL
2627
DELISTED
Citigroup Inc.
C.PRC.CL
$730K ﹤0.01%
28,190
-4,068
-13% -$103K
SSNI
2628
DELISTED
Silver Spring Networks, Inc.
SSNI
$730K ﹤0.01%
64,674
+48,142
+291% +$592K
CNXN icon
2629
PC Connection
CNXN
$2.05B
$727K ﹤0.01%
24,407
-5,389
-18% -$149K
FORR icon
2630
Forrester Research
FORR
$172M
$725K ﹤0.01%
18,242
-3,665
-17% -$144K
EHTH icon
2631
eHealth
EHTH
$42.5M
$723K ﹤0.01%
60,044
-6,281
-9% -$72.7K
PRIM icon
2632
Primoris Services
PRIM
$4.69B
$721K ﹤0.01%
31,034
-11,878
-28% -$285K
FRAN
2633
DELISTED
Francesca's Holdings Corporation
FRAN
$721K ﹤0.01%
3,915
-2,618
-40% -$542K
ACTA
2634
DELISTED
Actua Corp
ACTA
$720K ﹤0.01%
51,216
-13,844
-21% -$194K
LDR
2635
DELISTED
Landauer Inc
LDR
$715K ﹤0.01%
14,662
-2,924
-17% -$148K
GSBC icon
2636
Great Southern Bancorp
GSBC
$863M
$714K ﹤0.01%
14,137
+1,850
+15% +$94K
RATE
2637
DELISTED
Bankrate Inc
RATE
$714K ﹤0.01%
74,023
+3,331
+5% +$36K
OLP
2638
One Liberty Properties
OLP
$548M
$710K ﹤0.01%
30,393
-1,191
-4% -$28.2K
ADXS
2639
DELISTED
Advaxis Inc
ADXS
$707K ﹤0.01%
5,772
+3,104
+116% +$403K
SPNT icon
2640
SiriusPoint
SPNT
$2.98B
$706K ﹤0.01%
58,382
+17,537
+43% +$208K
BFX
2641
DELISTED
BowFlex Inc.
BFX
$705K ﹤0.01%
38,612
-1,993
-5% -$33.7K
VOE icon
2642
Vanguard Mid-Cap Value ETF
VOE
$23.7B
$702K ﹤0.01%
6,884
+2,884
+72% +$291K
HTB
2643
HomeTrust Bancshares
HTB
$818M
$700K ﹤0.01%
29,787
-1,086
-4% -$26.7K
PKY
2644
DELISTED
Parkway, Inc.
PKY
$700K ﹤0.01%
35,197
-1,168
-3% -$24.4K
PTHN
2645
DELISTED
Patheon N.V.
PTHN
$700K ﹤0.01%
26,571
-1,860
-7% -$54.4K
HSTM icon
2646
HealthStream
HSTM
$793M
$697K ﹤0.01%
28,785
-1,361
-5% -$31.7K
DERM
2647
DELISTED
Dermira, Inc.
DERM
$697K ﹤0.01%
20,431
+4,417
+28% +$143K
ALG icon
2648
Alamo Group
ALG
$2.01B
$696K ﹤0.01%
9,131
+984
+12% +$75.1K
DBEU icon
2649
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$764M
$694K ﹤0.01%
25,646
-9,923
-28% -$259K
AT
2650
DELISTED
Atlantic Power Corporation
AT
$689K ﹤0.01%
260,119
+1,764
+0.7% +$4.33K
104 105
106
107 108

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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.