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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
APOL
3376
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-504,888
Closed -$5M
AEPI
3377
DELISTED
AEP Industries Inc
AEPI
– –
-11,439
Closed -$1.33M
IL
3378
DELISTED
IntraLinks Holdings Inc.
IL
– –
-121,281
Closed -$1.64M
MEG
3379
DELISTED
Media General, Inc
MEG
– –
-93,291
Closed -$1.76M
NRF
3380
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-590,098
Closed -$8.94M
CLNY
3381
DELISTED
Colony Capital, Inc.
CLNY
– –
-148,037
Closed -$3M
DTLK
3382
DELISTED
Datalink Corp
DTLK
– –
-39,692
Closed -$447K
STJ
3383
DELISTED
St Jude Medical
STJ
– –
-529,481
Closed -$42.8M
PSG
3384
DELISTED
Performance Sports Group Ltd.
PSG
– –
-29,537
Closed -$44K
DRYS
3385
DELISTED
DryShips Inc. Common Stock
DRYS
– –
-1
Closed -$37K
ORIG
3386
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
-1
Closed -$23K
IO
3387
DELISTED
ION Geophysical Corporation
IO
– –
-34,578
Closed -$207K
TSRX
3388
DELISTED
TRIUS THERAPEUTICS INC COM STK (DE)
TSRX
– –
-55,243
Closed –
MESA
3389
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
20,200
– –
ADVNB
3390
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
12,265
– –
TKP
3391
DELISTED
TECHNIP ADS (EA REPTG ONE ORD SHS)
TKP
– –
-310,392
Closed -$5.53M
IIP
3392
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
– –
-140,718
Closed -$217K
JMBA
3393
DELISTED
Jamba, Inc.
JMBA
– –
-24,558
Closed -$253K
SGY
3394
DELISTED
Stone Energy
SGY
– –
-2,944
Closed -$120K
FENX
3395
DELISTED
Fenix Parts, Inc.
FENX
– –
-70,449
Closed -$199K
AFW.CL
3396
DELISTED
American Financial Group Inc
AFW.CL
– –
-10,254
Closed -$258K
AXS.PRC.CL
3397
DELISTED
Axis Capital Holdings Ltd
AXS.PRC.CL
– –
-13,517
Closed -$341K
O.PRF.CL
3398
DELISTED
Realty Income Corporation
O.PRF.CL
– –
-10,472
Closed -$263K
HEOP
3399
DELISTED
Heritage Oaks Bancorp
HEOP
– –
-13,703
Closed -$169K
RJD.CL
3400
DELISTED
Raymond James Financial Inc
RJD.CL
– –
-9,174
Closed -$233K
133 134 135
136
137

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PSUF
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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 $9.98B 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.