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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

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

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

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
ASPS icon
3051
Altisource Portfolio Solutions
ASPS
$71.6M
$244K ﹤0.01%
+828
New +$183K
SGBK
3052
DELISTED
Stonegate Bank
SGBK
$244K ﹤0.01%
5,191
-2,214
-30% -$100K
CMCO icon
3053
Columbus McKinnon
CMCO
$414M
$243K ﹤0.01%
9,779
-10,174
-51% -$268K
TSQ icon
3054
Townsquare Media
TSQ
$119M
$243K ﹤0.01%
19,965
-8,336
-29% -$91.6K
IBA
3055
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$242K ﹤0.01%
+4,455
New +$218K
PCBK
3056
DELISTED
Pacific Continental Corp
PCBK
$242K ﹤0.01%
9,896
-2,000
-17% -$49.5K
XRN
3057
Chiron Real Estate Inc
XRN
$549M
$241K ﹤0.01%
5,306
+1,026
+24% +$44.3K
TFIN icon
3058
Triumph Financial Inc
TFIN
$1.92B
$241K ﹤0.01%
9,341
+1,326
+17% +$35.2K
XLRN
3059
DELISTED
Acceleron Pharma
XLRN
$241K ﹤0.01%
+9,101
New +$240K
VNO.PRK
3060
DELISTED
VORNADO REALTY TRUST 5.70% Series K Cumulative Redeemable Preferred Shares of Beneficial Interest
VNO.PRK
$241K ﹤0.01%
9,446
-1,207
-11% -$29.8K
LILA icon
3061
Liberty Latin America Class A
LILA
$1.48B
$240K ﹤0.01%
16,856
-1,148
-6% -$17K
MCRB icon
3062
Seres Therapeutics
MCRB
$51.6M
$240K ﹤0.01%
1,067
+14
+1% +$2.84K
VB icon
3063
Vanguard Small-Cap ETF
VB
$79.7B
$240K ﹤0.01%
+1,797
New +$238K
GHDX
3064
DELISTED
Genomic Health, Inc.
GHDX
$240K ﹤0.01%
7,610
-7,950
-51% -$235K
AC
3065
DELISTED
Associated Capital Group
AC
$239K ﹤0.01%
+6,643
New +$241K
GFA
3066
DELISTED
Gafisa S.A.
GFA
$239K ﹤0.01%
11,972
-3
-0% -$61
PSA.PRT.CL
3067
DELISTED
Public Storage
PSA.PRT.CL
$239K ﹤0.01%
9,513
-1,229
-11% -$30.5K
CLDX icon
3068
Celldex Therapeutics
CLDX
$2.77B
$238K ﹤0.01%
4,392
+94
+2% +$4.89K
FNBC
3069
DELISTED
First NBC Bank Holding Company
FNBC
$238K ﹤0.01%
59,409
+11,060
+23% +$54.1K
PL.PRC.CL
3070
DELISTED
Protective Life Corp
PL.PRC.CL
$238K ﹤0.01%
9,367
-1,308
-12% -$33.2K
CTO
3071
CTO Realty Growth
CTO
$751M
$237K ﹤0.01%
16,313
-740
-4% -$10.8K
CNR
3072
DELISTED
Cornerstone Building Brands, Inc.
CNR
$237K ﹤0.01%
13,796
+3,082
+29% +$49.6K
AP icon
3073
Ampco-Pittsburgh
AP
$156M
$234K ﹤0.01%
16,643
+243
+1% +$3.62K
ORBC
3074
DELISTED
ORBCOMM, Inc.
ORBC
$234K ﹤0.01%
24,493
+3,858
+19% +$33.1K
ATE
3075
DELISTED
Advantest Corp
ATE
$233K ﹤0.01%
12,499
-1,585
-11% -$29.5K
121 122
123
124 125

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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.