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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
TPCO
2201
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.73M ﹤0.01%
124,386
+7,295
+6% +$100K
PRMW
2202
DELISTED
Primo Water Corporation
PRMW
$1.73M ﹤0.01%
127,466
+7,315
+6% +$101K
PMC
2203
DELISTED
PharMerica Corporation
PMC
$1.73M ﹤0.01%
73,850
+2,422
+3% +$59.8K
PES
2204
DELISTED
Pioneer Energy Services Corp.
PES
$1.73M ﹤0.01%
431,695
+119,542
+38% +$665K
AFSI
2205
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.73M ﹤0.01%
93,531
-24,170
-21% -$589K
ESPR
2206
DELISTED
Esperion Therapeutics
ESPR
$1.72M ﹤0.01%
48,762
+31,544
+183% +$722K
FOR icon
2207
Forestar Group
FOR
$1.44B
$1.72M ﹤0.01%
125,762
+1,835
+1% +$24K
RGS icon
2208
Regis Corp
RGS
$69.9M
$1.72M ﹤0.01%
7,318
-1,893
-21% -$493K
WLB
2209
DELISTED
Westmoreland Coal Company
WLB
$1.71M ﹤0.01%
118,075
+11,172
+10% +$178K
MTSI icon
2210
MACOM Technology Solutions
MTSI
$20.4B
$1.71M ﹤0.01%
35,407
+5,275
+18% +$247K
HCCI
2211
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$1.7M ﹤0.01%
124,282
+65
+0.1% +$946
RGR icon
2212
Sturm, Ruger & Co
RGR
$610M
$1.7M ﹤0.01%
31,761
-491
-2% -$25.2K
SSTK icon
2213
Shutterstock
SSTK
$205M
$1.69M ﹤0.01%
40,948
+6,772
+20% +$323K
RAS
2214
DELISTED
RAIT Financial Trust
RAS
$1.69M ﹤0.01%
528,511
+49,912
+10% +$170K
TBX icon
2215
ProShares Short 7-10 Year Treasury
TBX
$15.8M
$1.68M ﹤0.01%
58,936
-794
-1% -$22.9K
SHOP icon
2216
Shopify
SHOP
$148B
$1.67M ﹤0.01%
245,840
+83,610
+52% +$482K
TIER
2217
DELISTED
TIER REIT, Inc.
TIER
$1.67M ﹤0.01%
96,366
+5,028
+6% +$89.8K
MCF
2218
DELISTED
Contango Oil & Gas Co.
MCF
$1.67M ﹤0.01%
228,297
-8,226
-3% -$64.6K
SRCI
2219
DELISTED
SRC Energy Inc
SRCI
$1.67M ﹤0.01%
197,667
+5,844
+3% +$49K
SONC
2220
DELISTED
Sonic Corp
SONC
$1.66M ﹤0.01%
65,529
+3,025
+5% +$76.3K
BSFT
2221
DELISTED
BroadSoft, Inc.
BSFT
$1.66M ﹤0.01%
41,299
-860
-2% -$36.6K
KLIC icon
2222
Kulicke & Soffa
KLIC
$5.3B
$1.66M ﹤0.01%
81,616
-170
-0.2% -$3.27K
RAVN
2223
DELISTED
Raven Industries Inc
RAVN
$1.66M ﹤0.01%
57,079
+8,273
+17% +$224K
WTI icon
2224
W&T Offshore
WTI
$545M
$1.65M ﹤0.01%
597,013
-70,507
-11% -$202K
ACRS icon
2225
Aclaris Therapeutics
ACRS
$730M
$1.65M ﹤0.01%
55,397
+22,223
+67% +$641K
87 88
89
90 91

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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.