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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
BNED icon
2276
Barnes & Noble Education
BNED
$412M
$1.53M ﹤0.01%
1,595
+105
+7% +$107K
EPAM icon
2277
EPAM Systems
EPAM
$4.69B
$1.52M ﹤0.01%
20,186
-10,496
-34% -$730K
HSII
2278
DELISTED
Heidrick & Struggles
HSII
$1.52M ﹤0.01%
57,707
+344
+0.6% +$8.08K
LABL
2279
DELISTED
Multi-Color Corp
LABL
$1.52M ﹤0.01%
21,385
+6,602
+45% +$492K
ITCI
2280
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$1.51M ﹤0.01%
92,971
+75,027
+418% +$1.09M
CATO icon
2281
Cato Corp
CATO
$65.9M
$1.51M ﹤0.01%
68,734
+5,987
+10% +$149K
CWEN icon
2282
Clearway Energy Class C
CWEN
$5B
$1.51M ﹤0.01%
85,238
+4,818
+6% +$81.5K
VSI
2283
DELISTED
Vitamin Shoppe Inc.
VSI
$1.51M ﹤0.01%
74,877
+11,655
+18% +$249K
LION
2284
DELISTED
Fidelity Southern Corporation
LION
$1.51M ﹤0.01%
67,397
+4,294
+7% +$99.7K
GS.PRJ
2285
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.5M ﹤0.01%
56,021
-8,107
-13% -$212K
ALTO icon
2286
Alto Ingredients
ALTO
$360M
$1.5M ﹤0.01%
219,046
+58,851
+37% +$448K
AMSF icon
2287
AMERISAFE
AMSF
$569M
$1.5M ﹤0.01%
23,065
+2,149
+10% +$138K
LTRPA
2288
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.5M ﹤0.01%
106,092
-4,422
-4% -$69.5K
PRTA icon
2289
Prothena Corp
PRTA
$458M
$1.49M ﹤0.01%
26,774
-196
-0.7% -$10.3K
WT icon
2290
WisdomTree
WT
$2.97B
$1.49M ﹤0.01%
164,532
+58,014
+54% +$561K
BGFV
2291
DELISTED
Big 5 Sporting Goods
BGFV
$1.49M ﹤0.01%
98,610
+24,683
+33% +$375K
XCRA
2292
DELISTED
Xcerra Corporation
XCRA
$1.49M ﹤0.01%
167,263
-44,593
-21% -$368K
ZNH
2293
DELISTED
China Southern Airlines Company Limited
ZNH
$1.49M ﹤0.01%
44,681
+17,524
+65% +$537K
OB
2294
DELISTED
Onebeacon Insurance Group Ltd
OB
$1.48M ﹤0.01%
92,720
-52,591
-36% -$837K
HNP
2295
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.48M ﹤0.01%
55,673
+17,323
+45% +$467K
SN
2296
DELISTED
Sanchez Energy Corporation
SN
$1.48M ﹤0.01%
155,255
-22,588
-13% -$253K
ALJ
2297
DELISTED
Alon USA Energy Inc
ALJ
$1.47M ﹤0.01%
120,732
+2,958
+3% +$35.3K
EGL
2298
DELISTED
Engility Holdings, Inc.
EGL
$1.47M ﹤0.01%
50,744
-19,049
-27% -$582K
SYNA icon
2299
Synaptics
SYNA
$4.41B
$1.47M ﹤0.01%
29,646
+8,115
+38% +$436K
AY
2300
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$1.47M ﹤0.01%
69,941
+31,066
+80% +$654K
90 91
92
93 94

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MCM
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PSUF
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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.