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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
SP
1876
DELISTED
SP Plus Corporation
SP
$3.01M ﹤0.01%
89,243
+6,598
+8% +$201K
FSTR icon
1877
Foster
FSTR
$443M
$3M ﹤0.01%
240,052
-7,819
-3% -$108K
FWRD icon
1878
Forward Air
FWRD
$466M
$2.99M ﹤0.01%
62,863
+10,797
+21% +$524K
MAGN
1879
Magnera Corp
MAGN
$490M
$2.98M ﹤0.01%
10,548
+310
+3% +$92.6K
TGH
1880
DELISTED
Textainer Group Holdings limited
TGH
$2.98M ﹤0.01%
194,423
+22,897
+13% +$312K
NCI
1881
DELISTED
Navigant Consulting, Inc.
NCI
$2.97M ﹤0.01%
129,958
-13,412
-9% -$320K
FNGN
1882
DELISTED
Financial Engines, Inc.
FNGN
$2.97M ﹤0.01%
68,174
+3,576
+6% +$143K
FDC
1883
DELISTED
First Data Corporation
FDC
$2.97M ﹤0.01%
191,495
-12,614
-6% -$198K
UNIT
1884
Uniti Group
UNIT
$2.62B
$2.96M ﹤0.01%
114,718
-16,251
-12% -$433K
NGHC
1885
DELISTED
National General Holdings Corp
NGHC
$2.96M ﹤0.01%
124,479
-21,030
-14% -$513K
HIBB
1886
DELISTED
Hibbett, Inc. Common Stock
HIBB
$2.95M ﹤0.01%
99,938
-12,782
-11% -$401K
XXIA
1887
DELISTED
Ixia
XXIA
$2.95M ﹤0.01%
149,937
-173,096
-54% -$3.25M
ALEX
1888
DELISTED
Alexander & Baldwin
ALEX
$2.94M ﹤0.01%
66,102
-4,262
-6% -$189K
BPFH
1889
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.93M ﹤0.01%
178,795
+41,796
+31% +$696K
IGIB icon
1890
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.93M ﹤0.01%
53,798
-64
-0.1% -$3.48K
ESND
1891
DELISTED
Essendant Inc.
ESND
$2.93M ﹤0.01%
193,456
-23,022
-11% -$428K
CHCO icon
1892
City Holding Co
CHCO
$2.03B
$2.93M ﹤0.01%
45,442
+2,421
+6% +$158K
EXAR
1893
DELISTED
Exar Corporation
EXAR
$2.92M ﹤0.01%
224,422
-165,835
-42% -$1.78M
VALE.P
1894
DELISTED
Vale S A
VALE.P
$2.92M ﹤0.01%
324,742
-49,168
-13% -$462K
ARRS
1895
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$2.91M ﹤0.01%
110,138
+10,801
+11% +$302K
WBMD
1896
DELISTED
WebMD Health Corp.
WBMD
$2.9M ﹤0.01%
55,075
-1,429
-3% -$73K
ROCK icon
1897
Gibraltar Industries
ROCK
$1.36B
$2.9M ﹤0.01%
70,323
-10,462
-13% -$438K
HSNI
1898
DELISTED
HSN, Inc.
HSNI
$2.89M ﹤0.01%
77,988
+7,945
+11% +$284K
CMTL icon
1899
Comtech Telecommunications
CMTL
$54.5M
$2.89M ﹤0.01%
196,144
+52,425
+36% +$638K
ESRT icon
1900
Empire State Realty Trust
ESRT
$969M
$2.89M ﹤0.01%
139,895
-1,684
-1% -$34.8K
74 75
76
77 78

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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.