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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
CHA
2326
DELISTED
China Telecom Corporation, LTD
CHA
$1.41M ﹤0.01%
28,880
+5,171
+22% +$247K
CWEI
2327
DELISTED
Clayton Williams Energy, Inc.
CWEI
$1.4M ﹤0.01%
10,593
-11,164
-51% -$1.5M
SBLK icon
2328
Star Bulk Carriers
SBLK
$3.14B
$1.4M ﹤0.01%
117,580
+64,780
+123% +$585K
USNA icon
2329
Usana Health Sciences
USNA
$394M
$1.4M ﹤0.01%
24,215
-41
-0.2% -$2.45K
CALM icon
2330
Cal-Maine
CALM
$4.28B
$1.39M ﹤0.01%
37,853
-6,623
-15% -$265K
HMHC
2331
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.39M ﹤0.01%
137,123
+50,237
+58% +$525K
AFAM
2332
DELISTED
Almost Family Inc
AFAM
$1.39M ﹤0.01%
28,602
+1,844
+7% +$88.1K
HCKT icon
2333
Hackett Group
HCKT
$245M
$1.39M ﹤0.01%
71,088
-2,883
-4% -$51.9K
AGIO icon
2334
Agios Pharmaceuticals
AGIO
$2.16B
$1.38M ﹤0.01%
23,602
+1,755
+8% +$84.1K
BFS
2335
Saul Centers
BFS
$875M
$1.38M ﹤0.01%
22,370
-1,726
-7% -$110K
IRWD icon
2336
Ironwood Pharmaceuticals
IRWD
$611M
$1.38M ﹤0.01%
96,347
+3,478
+4% +$47.6K
WSBC icon
2337
WesBanco
WSBC
$3.95B
$1.37M ﹤0.01%
36,064
+8,739
+32% +$353K
ORN icon
2338
Orion Group Holdings
ORN
$514M
$1.37M ﹤0.01%
183,867
-19,013
-9% -$180K
ASC icon
2339
Ardmore Shipping
ASC
$678M
$1.37M ﹤0.01%
170,457
+481
+0.3% +$3.54K
SFNC icon
2340
Simmons First National
SFNC
$3.35B
$1.37M ﹤0.01%
49,750
+4,208
+9% +$124K
RDUS
2341
DELISTED
Radius Health, Inc.
RDUS
$1.37M ﹤0.01%
35,506
-2,316
-6% -$97.2K
XLI icon
2342
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
$1.37M ﹤0.01%
21,046
+12,780
+155% +$826K
TRIB
2343
Trinity Biotech
TRIB
$5.7M
$1.36M ﹤0.01%
1,523
+1
+0.1% +$938
SCHW.PRC
2344
DELISTED
The Charles Schwab Corporation
SCHW.PRC
$1.36M ﹤0.01%
50,899
-7,006
-12% -$183K
FWONK icon
2345
Liberty Media Series C
FWONK
$24.3B
$1.35M ﹤0.01%
41,036
+5,039
+14% +$155K
WMGI
2346
DELISTED
Wright Medical Group Inc
WMGI
$1.35M ﹤0.01%
43,362
+2,626
+6% +$71.2K
LDL
2347
DELISTED
Lydall, Inc.
LDL
$1.35M ﹤0.01%
25,106
-30
-0.1% -$1.7K
RRGB icon
2348
Red Robin
RRGB
$134M
$1.34M ﹤0.01%
22,970
+1,147
+5% +$57.6K
SMI
2349
DELISTED
Semiconductor Manufacturing Intl
SMI
$1.34M ﹤0.01%
213,534
+62,416
+41% +$430K
PAYC icon
2350
Paycom
PAYC
$6.78B
$1.33M ﹤0.01%
23,216
-9,813
-30% -$509K
92 93
94
95 96

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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.