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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
RARE icon
2051
Ultragenyx Pharmaceutical
RARE
$2.68B
$2.22M ﹤0.01%
32,751
+8,353
+34% +$637K
HLI icon
2052
Houlihan Lokey
HLI
$9.83B
$2.22M ﹤0.01%
64,314
-7,019
-10% -$224K
VIVO
2053
DELISTED
Meridian Bioscience Inc
VIVO
$2.21M ﹤0.01%
160,276
+75,535
+89% +$1.06M
WSBF icon
2054
Waterstone Financial
WSBF
$364M
$2.21M ﹤0.01%
121,146
+64,247
+113% +$1.17M
OEF icon
2055
CALL
iShares S&P 100 ETF
OEF
$19.8B
$2.21M ﹤0.01%
+11,916
New +$1.23M
INXN
2056
DELISTED
Interxion Holding N.V.
INXN
$2.21M ﹤0.01%
55,822
+11,697
+27% +$449K
TPH
2057
DELISTED
Tri Pointe Homes
TPH
$2.21M ﹤0.01%
175,810
+28,602
+19% +$351K
BUSE icon
2058
First Busey Corp
BUSE
$2.52B
$2.2M ﹤0.01%
74,830
-2,458
-3% -$74.2K
ARR
2059
Armour Residential REIT
ARR
$2.02B
$2.2M ﹤0.01%
19,369
+2,016
+12% +$221K
SAFE
2060
Safehold
SAFE
$1.2B
$2.19M ﹤0.01%
38,157
+3,052
+9% +$175K
REX icon
2061
REX American Resources
REX
$1.45B
$2.19M ﹤0.01%
145,308
+50,850
+54% +$722K
DIOD icon
2062
Diodes
DIOD
$3.86B
$2.19M ﹤0.01%
91,070
-13,167
-13% -$328K
UHT
2063
Universal Health Realty Income Trust
UHT
$613M
$2.19M ﹤0.01%
33,889
+4,623
+16% +$293K
LGF.B
2064
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$2.19M ﹤0.01%
89,656
-32,855
-27% -$834K
AIMC
2065
DELISTED
Altra Industrial Motion Corp
AIMC
$2.18M ﹤0.01%
56,082
-1,221
-2% -$46.9K
HTLF
2066
DELISTED
Heartland Financial USA, Inc.
HTLF
$2.18M ﹤0.01%
43,664
-7,094
-14% -$342K
INGN icon
2067
Inogen
INGN
$174M
$2.18M ﹤0.01%
28,102
+2,628
+10% +$182K
P
2068
DELISTED
Pandora Media Inc
P
$2.17M ﹤0.01%
183,961
+8,143
+5% +$102K
SNBR
2069
DELISTED
Sleep Number
SNBR
$2.17M ﹤0.01%
87,586
-25,538
-23% -$572K
ISLE
2070
DELISTED
Isle of Capri Casinos Inc
ISLE
$2.16M ﹤0.01%
81,928
+4,814
+6% +$119K
CUB
2071
DELISTED
Cubic Corporation
CUB
$2.16M ﹤0.01%
40,898
+3,657
+10% +$185K
LZB icon
2072
La-Z-Boy
LZB
$1.61B
$2.16M ﹤0.01%
79,859
+3,789
+5% +$107K
PEGI
2073
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$2.15M ﹤0.01%
106,996
+50,173
+88% +$1M
FFIN icon
2074
First Financial Bankshares
FFIN
$4.96B
$2.15M ﹤0.01%
107,234
+11,282
+12% +$241K
RESI
2075
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$2.15M ﹤0.01%
140,640
+59,636
+74% +$777K
81 82
83
84 85

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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.