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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
TBPH icon
2776
Theravance Biopharma
TBPH
$874M
$519K ﹤0.01%
14,090
+456
+3% +$14.6K
MBVT
2777
DELISTED
Merchants Bancshares Inc
MBVT
$518K ﹤0.01%
10,636
-2,482
-19% -$126K
SRDX
2778
DELISTED
Surmodics
SRDX
$516K ﹤0.01%
21,438
-361
-2% -$8.85K
TCRT icon
2779
Alaunos Therapeutics
TCRT
$4.74M
$514K ﹤0.01%
540
+413
+325% +$385K
AMBA icon
2780
Ambarella
AMBA
$2.99B
$512K ﹤0.01%
9,360
+4,365
+87% +$236K
PFSI icon
2781
PennyMac Financial
PFSI
$4.38B
$507K ﹤0.01%
+29,728
New +$515K
CTRN icon
2782
Citi Trends
CTRN
$524M
$505K ﹤0.01%
29,717
-12,940
-30% -$225K
PEBO icon
2783
Peoples Bancorp
PEBO
$1.45B
$505K ﹤0.01%
15,961
+210
+1% +$6.71K
CEVA icon
2784
CEVA Inc
CEVA
$1.01B
$504K ﹤0.01%
14,207
-3,216
-18% -$111K
AFI
2785
DELISTED
Armstrong Flooring, Inc.
AFI
$504K ﹤0.01%
27,383
-30,694
-53% -$622K
TDAY
2786
USA Today Co
TDAY
$1.23B
$499K ﹤0.01%
35,138
+5,720
+19% +$87.2K
DS
2787
DELISTED
Drive Shack Inc.
DS
$499K ﹤0.01%
120,254
+62,025
+107% +$258K
FTS icon
2788
Fortis
FTS
$30B
$498K ﹤0.01%
15,030
+4,821
+47% +$154K
HRTX icon
2789
Heron Therapeutics
HRTX
$86.3M
$497K ﹤0.01%
33,139
+15,394
+87% +$213K
VTWV icon
2790
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
$497K ﹤0.01%
4,843
+918
+23% +$94.4K
SDRL
2791
DELISTED
Seadrill Limited Common Stock
SDRL
$497K ﹤0.01%
1,126
-2,169
-66% -$1.24M
OTIC
2792
DELISTED
Otonomy, Inc.
OTIC
$496K ﹤0.01%
40,482
-800
-2% -$11.7K
JRVR icon
2793
James River Group Holdings
JRVR
$218M
$488K ﹤0.01%
11,384
+942
+9% +$39.1K
EGO icon
2794
Eldorado Gold
EGO
$8.31B
$484K ﹤0.01%
28,394
-3,885
-12% -$65.2K
VRTS icon
2795
Virtus Investment Partners
VRTS
$1.11B
$483K ﹤0.01%
4,558
+419
+10% +$46.8K
C.PRL.CL
2796
DELISTED
Citigroup Inc.
C.PRL.CL
$483K ﹤0.01%
17,426
-2,545
-13% -$68.2K
CHUBA
2797
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$481K ﹤0.01%
31,091
-5,436
-15% -$84.4K
BKI
2798
DELISTED
Black Knight, Inc. Common Stock
BKI
$480K ﹤0.01%
12,541
-14,766
-54% -$555K
GS.PRI.CL
2799
DELISTED
The Goldman Sachs Group, Inc.
GS.PRI.CL
$480K ﹤0.01%
18,455
-2,658
-13% -$67.9K
SWJ.CL
2800
DELISTED
STANLEY BLACK & DECKER, INC. 5.75% Junior Subordinated Debentures due 2052
SWJ.CL
$479K ﹤0.01%
18,954
-2,587
-12% -$65.1K
110 111
112
113 114

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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.