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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
BAS
3101
DELISTED
Basis Energy Services, Inc.
BAS
$215K ﹤0.01%
+6,445
New +$242K
HBNC icon
3102
Horizon Bancorp
HBNC
$1.04B
$214K ﹤0.01%
12,255
-10,109
-45% -$176K
ZOES
3103
DELISTED
Zoe's Kitchen, Inc.
ZOES
$214K ﹤0.01%
11,566
-3,334
-22% -$68.2K
EVH icon
3104
Evolent Health
EVH
$654M
$213K ﹤0.01%
+9,549
New +$183K
FBIO icon
3105
Fortress Biotech
FBIO
$112M
$212K ﹤0.01%
3,821
-32
-0.8% -$1.43K
TMK.PRC
3106
DELISTED
Torchmark Corporation
TMK.PRC
$212K ﹤0.01%
8,202
-1,025
-11% -$26.5K
ADPT
3107
DELISTED
Adeptus Health Inc
ADPT
$212K ﹤0.01%
+117,627
New +$660K
SB icon
3108
Safe Bulkers
SB
$694M
$211K ﹤0.01%
95,934
-13,100
-12% -$20.2K
SFE
3109
DELISTED
Safeguard Scientifics, Inc.
SFE
$211K ﹤0.01%
16,619
+6,163
+59% +$77.6K
PCMI
3110
DELISTED
PCM, Inc
PCMI
$210K ﹤0.01%
+7,476
New +$191K
MERC icon
3111
Mercer International
MERC
$44M
$209K ﹤0.01%
17,824
+2,689
+18% +$31.7K
SMS
3112
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$209K ﹤0.01%
+21,853
New +$209K
XLK icon
3113
State Street Technology Select Sector SPDR ETF
XLK
$114B
$208K ﹤0.01%
+7,810
New +$201K
TSC
3114
DELISTED
TriState Capital Holdings, Inc.
TSC
$208K ﹤0.01%
8,894
-1,482
-14% -$33.9K
COF.PRF
3115
DELISTED
Capital One Financial Corporation
COF.PRF
$208K ﹤0.01%
7,975
-1,061
-12% -$27.3K
OTE
3116
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$207K ﹤0.01%
44,751
-41
-0.1% -$190
DON icon
3117
WisdomTree US MidCap Dividend Fund
DON
$4.02B
$206K ﹤0.01%
+6,324
New +$204K
MMI icon
3118
Marcus & Millichap
MMI
$1.18B
$206K ﹤0.01%
8,372
-2,838
-25% -$73.5K
WACLY
3119
DELISTED
WACOAL HOLDINGS CORP ADR
WACLY
$205K ﹤0.01%
3,259
-246
-7% -$15.5K
VGT icon
3120
Vanguard Information Technology ETF
VGT
$139B
$204K ﹤0.01%
+12,008
New +$196K
RPT
3121
Rithm Property Trust
RPT
$84.6M
$203K ﹤0.01%
2,677
-140
-5% -$10.7K
FLXS icon
3122
Flexsteel Industries
FLXS
$297M
$201K ﹤0.01%
3,991
-4,344
-52% -$226K
EVRI
3123
DELISTED
Everi Holdings
EVRI
$200K ﹤0.01%
+41,650
New +$136K
KE
3124
Kimball Electronics
KE
$576M
$196K ﹤0.01%
11,538
-307
-3% -$5.12K
ESTE
3125
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$196K ﹤0.01%
+15,397
New +$202K
123 124
125
126 127

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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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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.