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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
STNG icon
2026
Scorpio Tankers
STNG
$3.89B
$2.33M ﹤0.01%
52,429
-12,371
-19% -$516K
IRS
2027
IRSA Inversiones y Representaciones
IRS
$1.3B
$2.32M ﹤0.01%
98,440
+28,759
+41% +$615K
IBTX
2028
DELISTED
Independent Bank Group, Inc.
IBTX
$2.31M ﹤0.01%
35,963
+25,021
+229% +$1.58M
OSUR icon
2029
OraSure Technologies
OSUR
$274M
$2.3M ﹤0.01%
178,035
+90,361
+103% +$935K
TITN icon
2030
Titan Machinery
TITN
$465M
$2.3M ﹤0.01%
149,890
-43,785
-23% -$612K
NBIX icon
2031
Neurocrine Biosciences
NBIX
$17.8B
$2.3M ﹤0.01%
53,059
+4,212
+9% +$180K
HUBG icon
2032
HUB Group
HUBG
$2.91B
$2.29M ﹤0.01%
98,694
+6,738
+7% +$159K
SPOK icon
2033
Spok Holdings
SPOK
$227M
$2.27M ﹤0.01%
119,571
+5,915
+5% +$115K
MGI
2034
DELISTED
MoneyGram International, Inc. New
MGI
$2.27M ﹤0.01%
134,909
+4,929
+4% +$66.3K
PCH
2035
DELISTED
PotlatchDeltic
PCH
$2.26M ﹤0.01%
49,547
+2,252
+5% +$97.2K
BUFF
2036
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$2.26M ﹤0.01%
98,343
+66,305
+207% +$1.63M
EGHT icon
2037
8x8 Inc
EGHT
$261M
$2.26M ﹤0.01%
148,234
-12,295
-8% -$186K
HLIT icon
2038
Harmonic Inc
HLIT
$1.21B
$2.26M ﹤0.01%
379,957
+30,108
+9% +$165K
AX icon
2039
Axos Financial
AX
$5.47B
$2.26M ﹤0.01%
86,392
+20,408
+31% +$590K
BKS
2040
DELISTED
Barnes & Noble
BKS
$2.25M ﹤0.01%
243,558
-107,096
-31% -$1.07M
QQQ icon
2041
Invesco QQQ Trust
QQQ
$448B
$2.25M ﹤0.01%
17,002
+9,685
+132% +$1.24M
ACAD icon
2042
Acadia Pharmaceuticals
ACAD
$4.39B
$2.25M ﹤0.01%
65,443
+19,208
+42% +$678K
MLKN icon
2043
MillerKnoll
MLKN
$1.52B
$2.25M ﹤0.01%
71,172
+6,492
+10% +$201K
CBF
2044
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$2.24M ﹤0.01%
51,707
-61
-0.1% -$2.46K
PHH
2045
DELISTED
PHH Corporation
PHH
$2.24M ﹤0.01%
176,008
-30,843
-15% -$419K
TMP icon
2046
Tompkins Financial
TMP
$1.43B
$2.24M ﹤0.01%
27,805
+376
+1% +$33.1K
HZNP
2047
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$2.24M ﹤0.01%
151,507
-8,686
-5% -$141K
TTSH
2048
DELISTED
Tile Shop Holdings
TTSH
$2.23M ﹤0.01%
115,826
-14,651
-11% -$274K
RNST icon
2049
Renasant Corp
RNST
$4.02B
$2.22M ﹤0.01%
56,035
+3,062
+6% +$124K
RH icon
2050
RH
RH
$3.42B
$2.22M ﹤0.01%
48,032
+42
+0.1% +$1.3K
80 81
82
83 84

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NIPH
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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.