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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
SFM icon
1826
Sprouts Farmers Market
SFM
$7.23B
$3.19M ﹤0.01%
138,115
+59,418
+76% +$1.16M
ATHN
1827
DELISTED
Athenahealth, Inc.
ATHN
$3.18M ﹤0.01%
28,211
+8,974
+47% +$1.05M
DCOM
1828
DELISTED
Dime Community Bancshares
DCOM
$3.18M ﹤0.01%
156,557
+29,540
+23% +$615K
MDXG icon
1829
MiMedx Group
MDXG
$635M
$3.18M ﹤0.01%
333,217
-1,726
-0.5% -$14.6K
ICPT
1830
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$3.17M ﹤0.01%
28,007
+11,933
+74% +$1.39M
CAB
1831
DELISTED
Cabela's Inc
CAB
$3.17M ﹤0.01%
59,588
+1,842
+3% +$94.4K
GKOS icon
1832
Glaukos
GKOS
$8.92B
$3.16M ﹤0.01%
61,561
+17,313
+39% +$755K
ESNT icon
1833
Essent Group
ESNT
$6.12B
$3.15M ﹤0.01%
87,226
+11,576
+15% +$402K
WSO icon
1834
Watsco Inc
WSO
$15B
$3.15M ﹤0.01%
22,031
-12,708
-37% -$1.9M
ADTN icon
1835
Adtran
ADTN
$769M
$3.15M ﹤0.01%
151,947
-50,579
-25% -$1.1M
SSD icon
1836
Simpson Manufacturing
SSD
$7.95B
$3.15M ﹤0.01%
73,123
+2,971
+4% +$129K
CIR
1837
DELISTED
CIRCOR International, Inc
CIR
$3.15M ﹤0.01%
52,935
-28,794
-35% -$1.77M
ORBK
1838
DELISTED
Orbotech Ltd
ORBK
$3.14M ﹤0.01%
97,492
-68,831
-41% -$2.22M
EXLS icon
1839
EXL Service
EXLS
$4.36B
$3.14M ﹤0.01%
331,635
-13,960
-4% -$131K
ARI
1840
Apollo Commercial Real Estate
ARI
$876M
$3.14M ﹤0.01%
166,948
+9,451
+6% +$168K
LBRDA icon
1841
Liberty Broadband Class A
LBRDA
$4.42B
$3.14M ﹤0.01%
36,882
+14,052
+62% +$1.15M
AKS
1842
DELISTED
AK Steel Holding Corp
AKS
$3.13M ﹤0.01%
435,873
+21,174
+5% +$181K
UGP icon
1843
Ultrapar
UGP
$6.71B
$3.13M ﹤0.01%
275,338
+103,248
+60% +$1.11M
NSA
1844
DELISTED
National Storage Affiliates Trust
NSA
$3.13M ﹤0.01%
130,895
+275
+0.2% +$6.38K
ARCB icon
1845
ArcBest
ARCB
$3.31B
$3.13M ﹤0.01%
120,274
-6,636
-5% -$195K
WMK icon
1846
Weis Markets
WMK
$1.85B
$3.13M ﹤0.01%
52,429
+11,464
+28% +$702K
FFIC
1847
DELISTED
Flushing Financial
FFIC
$3.12M ﹤0.01%
116,086
+1,454
+1% +$40.6K
FIX icon
1848
Comfort Systems
FIX
$60.9B
$3.11M ﹤0.01%
84,934
+3,862
+5% +$134K
PFGC icon
1849
Performance Food Group
PFGC
$18B
$3.11M ﹤0.01%
130,760
+18,965
+17% +$440K
LKSD
1850
DELISTED
LSC Communications, Inc.
LKSD
$3.11M ﹤0.01%
123,621
+47,952
+63% +$1.25M
72 73
74
75 76

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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.