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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
NEE.PRK
2726
DELISTED
NextEra Energy Capital Holdings, Inc. Series K Junior Subordinated Debentures due June 1, 2076
NEE.PRK
$575K ﹤0.01%
23,913
-3,323
-12% -$78K
JCAP
2727
DELISTED
Jernigan Capital, Inc.
JCAP
$575K ﹤0.01%
24,964
-10,415
-29% -$225K
TTPH
2728
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$574K ﹤0.01%
3,121
+573
+22% +$64.2K
RVNC
2729
DELISTED
Revance Therapeutics, Inc.
RVNC
$570K ﹤0.01%
27,401
+1,524
+6% +$31.3K
SMRT
2730
DELISTED
Stein Mart Inc
SMRT
$568K ﹤0.01%
188,566
+94,383
+100% +$334K
MG icon
2731
Mistras Group
MG
$492M
$565K ﹤0.01%
26,443
-3,552
-12% -$80.5K
GS.PRK
2732
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
$564K ﹤0.01%
19,975
-2,880
-13% -$79.6K
VSLR
2733
DELISTED
VIVINT SOLAR, INC.
VSLR
$564K ﹤0.01%
201,415
+141,329
+235% +$424K
DEL
2734
DELISTED
Deltic Timber
DEL
$563K ﹤0.01%
7,203
+744
+12% +$57.1K
AROW icon
2735
Arrow Financial
AROW
$652M
$559K ﹤0.01%
20,277
-23,787
-54% -$691K
VSEC icon
2736
VSE Corp
VSEC
$5.48B
$558K ﹤0.01%
13,667
– –
CRAI icon
2737
CRA International
CRAI
$1.1B
$555K ﹤0.01%
15,723
-4,728
-23% -$166K
LUMO
2738
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$555K ﹤0.01%
+2,557
New +$365K
EAI
2739
Entergy Arkansas First Mortgage Bonds 4.875% Series due Sept 1 2066
EAI
$327M
$554K ﹤0.01%
24,380
-3,449
-12% -$77.4K
PRH
2740
DELISTED
PRUDENTIAL FINANCIAL, INC. 5.70% DUE 2053
PRH
$554K ﹤0.01%
21,547
-2,919
-12% -$74.4K
MXWL
2741
DELISTED
Maxwell Technologies Inc
MXWL
$553K ﹤0.01%
95,195
+55,359
+139% +$284K
MPAA icon
2742
Motorcar Parts of America
MPAA
$261M
$552K ﹤0.01%
17,963
+7,753
+76% +$217K
XHB icon
2743
State Street SPDR S&P Homebuilders ETF
XHB
$1.74B
$551K ﹤0.01%
14,800
-68
-0.5% -$2.42K
NVEE
2744
DELISTED
NV5 Global
NVEE
$549K ﹤0.01%
58,384
+928
+2% +$8.75K
SGRY icon
2745
Surgery Partners
SGRY
$2.06B
$549K ﹤0.01%
28,172
+689
+3% +$13.4K
EVTC icon
2746
Evertec
EVTC
$1.83B
$548K ﹤0.01%
34,484
+4,741
+16% +$80.6K
RF.PRB
2747
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
$547K ﹤0.01%
19,880
-2,775
-12% -$76.2K
XIFR
2748
XPLR Infrastructure LP
XIFR
$1.18B
$545K ﹤0.01%
+16,452
New +$499K
STT.PRD
2749
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
$545K ﹤0.01%
20,218
-2,829
-12% -$75.8K
AXDX
2750
DELISTED
Accelerate Diagnostics
AXDX
$544K ﹤0.01%
2,247
-171
-7% -$39.1K
108 109
110
111 112

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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.