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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
-$9.98B
Cap. Flow %
-15.24%
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 Morningstar 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 Miscellaneous 14.79%
2 Financials 14.2%
3 Technology 12.77%
4 Healthcare 10.87%
5 Industrials 9.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FOMX
3326
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
– –
-10,182
Closed -$113K
AEH.CL
3327
DELISTED
Aegon NV 6.375% Perpetual Capital Securities Called for Redemption
AEH.CL
– –
-13,517
Closed -$339K
NVTR
3328
DELISTED
Nuvectra Corporation Common Stock
NVTR
– –
-18,045
Closed -$91K
EMCI
3329
DELISTED
EMC INS Group Inc
EMCI
– –
-18,287
Closed -$549K
TRK
3330
DELISTED
Speedway Motorsports, Inc.
TRK
– –
-32,449
Closed -$703K
KIM.PRI.CL
3331
DELISTED
KIMCO REALTY CORPORATION Class I Depositary Shares
KIM.PRI.CL
– –
-18,490
Closed -$450K
CTRL
3332
DELISTED
Control4 Corporation
CTRL
– –
-20,759
Closed -$212K
ISF.CL
3333
DELISTED
ING Groep NV
ISF.CL
– –
-8,772
Closed -$221K
FRSH
3334
DELISTED
Papa Murphy's Holdings, Inc
FRSH
– –
-28,716
Closed -$121K
CBK
3335
DELISTED
Christopher & Banks Corporation
CBK
– –
-12,481
Closed -$29K
BHBK
3336
DELISTED
Blue Hills Bancorp, Inc.
BHBK
– –
-17,669
Closed -$331K
NCOM
3337
DELISTED
National Commerce Corporation
NCOM
– –
-5,590
Closed -$208K
RBS.PRS.CL
3338
DELISTED
The Royal Bank Of Scotland Group
RBS.PRS.CL
– –
-8,147
Closed -$204K
KTWO
3339
DELISTED
K2M Group Holdings, Inc
KTWO
– –
-10,103
Closed -$202K
ANTH
3340
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
– –
-1,364
Closed -$7K
PZE
3341
DELISTED
Petrobras Argentina S A
PZE
– –
-76,318
Closed -$536K
AEK.CL
3342
DELISTED
Aegon NV
AEK.CL
– –
-10,845
Closed -$283K
IXYS
3343
DELISTED
IXYS Corp
IXYS
– –
-30,142
Closed -$359K
SNAK
3344
DELISTED
Inventure Foods, Inc.
SNAK
– –
-183,627
Closed -$1.81M
MXPT
3345
DELISTED
MaxPoint Interactive, Inc.
MXPT
– –
-15,826
Closed -$95K
WMAR
3346
DELISTED
West Marine Inc
WMAR
– –
-35,271
Closed -$369K
INNL
3347
DELISTED
Innocoll Holdings plc Ordinary Shares
INNL
– –
-14,914
Closed -$10K
MENT
3348
DELISTED
Mentor Graphics Corp
MENT
– –
-180,274
Closed -$6.65M
ENH
3349
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-157,302
Closed -$14.5M
PLKI
3350
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-13,825
Closed -$836K
132 133
134
135 136

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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 $9.98B 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 Miscellaneous at 15% of assets, up from 12% a quarter earlier, followed by Financials and Technology.

Against the trend, Parametric Portfolio Associates opened a new position in Vanguard Morningstar Mid-Cap ETF worth $39.9M.

  • Parametric Portfolio Associates's largest Q1 2017 buy was Vanguard Morningstar 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.