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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
EBS icon
1676
Emergent Biosolutions
EBS
$378M
$3.99M 0.01%
137,528
-42,994
-24% -$1.31M
BGG
1677
DELISTED
Briggs & Stratton Corp.
BGG
$3.99M 0.01%
177,917
-3,458
-2% -$75.2K
HWKN icon
1678
Hawkins
HWKN
$2.94B
$3.99M 0.01%
162,972
+140,504
+625% +$3.58M
CWCO icon
1679
Consolidated Water Co
CWCO
$472M
$3.98M 0.01%
+341,777
New +$3.61M
CYS
1680
DELISTED
CYS Investments Inc.
CYS
$3.98M 0.01%
500,675
+6,103
+1% +$47.8K
CLVS
1681
DELISTED
Clovis Oncology, Inc.
CLVS
$3.98M 0.01%
62,458
+37,237
+148% +$2.26M
BRKR icon
1682
Bruker
BRKR
$9.14B
$3.98M 0.01%
170,398
-31,268
-16% -$734K
ONIT
1683
Onity Group
ONIT
$336M
$3.97M 0.01%
48,440
+12,964
+37% +$989K
RSX
1684
DELISTED
VanEck Russia ETF
RSX
$3.97M 0.01%
191,950
+60,000
+45% +$1.26M
FCE.A
1685
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$3.96M 0.01%
181,640
-27,245
-13% -$603K
LAYN
1686
DELISTED
Layne Christensen Co
LAYN
$3.95M 0.01%
447,331
+396,481
+780% +$3.89M
HR icon
1687
Healthcare Realty
HR
$7.46B
$3.95M 0.01%
125,571
+21,947
+21% +$666K
TISI icon
1688
Team
TISI
$77.7M
$3.95M 0.01%
14,603
+2,406
+20% +$762K
PAC icon
1689
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$3.94M 0.01%
40,598
+19,702
+94% +$1.67M
GHL
1690
DELISTED
Greenhill & Co., Inc.
GHL
$3.94M 0.01%
134,358
+3,089
+2% +$89.9K
ROIC
1691
DELISTED
Retail Opportunity Investments Corp.
ROIC
$3.93M 0.01%
186,670
+20,017
+12% +$422K
MCY icon
1692
Mercury Insurance
MCY
$6.01B
$3.92M 0.01%
64,308
-1,487
-2% -$88.8K
AIN icon
1693
Albany International
AIN
$2.16B
$3.92M 0.01%
85,130
+2,927
+4% +$136K
FMBI
1694
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$3.91M 0.01%
165,288
+8,171
+5% +$199K
GWRE icon
1695
Guidewire Software
GWRE
$12.4B
$3.9M 0.01%
69,239
-3,236
-4% -$177K
LL
1696
DELISTED
LL Flooring Holdings, Inc.
LL
$3.9M 0.01%
185,677
-36,216
-16% -$615K
TFCF
1697
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$3.88M 0.01%
122,124
+33,722
+38% +$1.01M
NTCT icon
1698
NETSCOUT
NTCT
$2.91B
$3.88M 0.01%
102,183
+20,478
+25% +$723K
GRUB
1699
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$3.88M 0.01%
58,934
+19,834
+51% +$1.46M
FBR
1700
DELISTED
Fibria Celulose Sa
FBR
$3.88M 0.01%
424,086
+31,443
+8% +$286K
66 67
68
69 70

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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.