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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
KPTI icon
2926
Karyopharm Therapeutics
KPTI
$216M
$359K ﹤0.01%
1,866
+519
+39% +$83.3K
LYTS icon
2927
LSI Industries
LYTS
$879M
$359K ﹤0.01%
35,567
-23,295
-40% -$226K
CB
2928
DELISTED
CHUBB CORPORATION
CB
$359K ﹤0.01%
2,633
– –
AXIA
2929
AXIA Energia
AXIA
$22.3B
$358K ﹤0.01%
83,158
+70,393
+551% +$370K
FPRX
2930
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$358K ﹤0.01%
9,917
-37,739
-79% -$1.66M
ERUS
2931
DELISTED
iShares MSCI Russia ETF
ERUS
$358K ﹤0.01%
11,149
+1,392
+14% +$45.9K
HDP
2932
DELISTED
Hortonworks, Inc.
HDP
$357K ﹤0.01%
36,431
+8,779
+32% +$84.9K
LIVN icon
2933
LivaNova
LIVN
$4.43B
$356K ﹤0.01%
7,273
+873
+14% +$42.5K
OSPN icon
2934
OneSpan
OSPN
$574M
$353K ﹤0.01%
26,136
-9,161
-26% -$129K
IWP icon
2935
iShares Russell Mid-Cap Growth ETF
IWP
$20.2B
$352K ﹤0.01%
6,786
-1,854
-21% -$94.7K
VTRB
2936
DELISTED
Ventas Realty, Ltd Partnership
VTRB
$351K ﹤0.01%
14,026
-1,821
-11% -$45.6K
PHO icon
2937
Invesco Water Resources ETF
PHO
$1.99B
$346K ﹤0.01%
+13,294
New +$340K
TMHC icon
2938
Taylor Morrison
TMHC
$6.64B
$346K ﹤0.01%
16,219
+1,692
+12% +$34.1K
GTT
2939
DELISTED
GTT Communications, Inc.
GTT
$346K ﹤0.01%
14,208
+4,938
+53% +$134K
DUKH
2940
DELISTED
Duke Energy Corporation 5.125% Junior Subordinated Debentures due January 15, 2073
DUKH
$344K ﹤0.01%
13,242
-1,784
-12% -$44.9K
BKLN icon
2941
Invesco Senior Loan ETF
BKLN
$7.19B
$343K ﹤0.01%
14,763
+3,114
+27% +$72.6K
VICR icon
2942
Vicor
VICR
$10.8B
$342K ﹤0.01%
21,245
-155
-0.7% -$2.39K
BOX icon
2943
Box
BOX
$4.22B
$341K ﹤0.01%
20,916
-1,517
-7% -$25.6K
PSB.PRT.CL
2944
DELISTED
PS Business Parks Inc
PSB.PRT.CL
$340K ﹤0.01%
13,500
-1,901
-12% -$47.9K
STT.PRC.CL
2945
DELISTED
STATE STREET CORPORATION Depositary Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRC.CL
$339K ﹤0.01%
13,635
-1,944
-12% -$47.7K
OPCH icon
2946
Option Care Health
OPCH
$3.41B
$338K ﹤0.01%
49,674
-87
-0.2% -$575
VNDA icon
2947
Vanda Pharmaceuticals
VNDA
$327M
$338K ﹤0.01%
24,150
-1,500
-6% -$21.4K
KNDI
2948
Kandi Technologies Group
KNDI
$71.2M
$336K ﹤0.01%
+88,458
New +$379K
MBWM icon
2949
Mercantile Bank Corp
MBWM
$998M
$336K ﹤0.01%
9,767
+2,866
+42% +$96.5K
SCHW.PRB.CL
2950
DELISTED
The Charles Schwab Corporation
SCHW.PRB.CL
$335K ﹤0.01%
13,000
-1,752
-12% -$44.8K
116 117
118
119 120

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MCM
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PSUF
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SCC
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BAM
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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.