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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
SMCI icon
2401
Super Micro Computer
SMCI
$19.5B
$1.2M ﹤0.01%
472,420
+17,010
+4% +$45.1K
FCBC icon
2402
First Community Bankshares
FCBC
$915M
$1.2M ﹤0.01%
47,877
+440
+0.9% +$12.1K
FTD
2403
DELISTED
FTD Companies, Inc. Common Stock
FTD
$1.19M ﹤0.01%
59,251
-9,588
-14% -$218K
EEMS icon
2404
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$354M
$1.19M ﹤0.01%
25,811
+6,111
+31% +$268K
CTS icon
2405
CTS Corp
CTS
$1.72B
$1.19M ﹤0.01%
55,867
+2,723
+5% +$60.2K
CNH
2406
CNH Industrial
CNH
$13.8B
$1.19M ﹤0.01%
141,831
+69,251
+95% +$564K
IIIN icon
2407
Insteel Industries
IIIN
$633M
$1.19M ﹤0.01%
32,893
-4,473
-12% -$161K
KERX
2408
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$1.19M ﹤0.01%
192,982
+72,436
+60% +$397K
VRN
2409
DELISTED
Veren
VRN
$1.19M ﹤0.01%
109,681
+21,795
+25% +$253K
WFC.PRR
2410
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
$1.19M ﹤0.01%
40,655
-5,616
-12% -$162K
IAG icon
2411
IAMGOLD
IAG
$8.47B
$1.19M ﹤0.01%
296,468
-140,783
-32% -$600K
DENN
2412
DELISTED
Denny's
DENN
$1.18M ﹤0.01%
95,585
+15,552
+19% +$193K
GEOS icon
2413
Geospace Technologies
GEOS
$91.6M
$1.18M ﹤0.01%
72,794
-10,013
-12% -$190K
SFL icon
2414
SFL Corp
SFL
$1.59B
$1.18M ﹤0.01%
80,270
+18,095
+29% +$269K
ITG
2415
DELISTED
Investment Technology Group Inc
ITG
$1.18M ﹤0.01%
58,276
+2,104
+4% +$42.5K
NOVT icon
2416
Novanta
NOVT
$5.04B
$1.18M ﹤0.01%
44,393
-7,953
-15% -$194K
DBVT
2417
DBV Technologies
DBVT
$807M
$1.17M ﹤0.01%
3,327
+279
+9% +$97.9K
AOSL icon
2418
Alpha and Omega Semiconductor
AOSL
$923M
$1.17M ﹤0.01%
68,144
-4,241
-6% -$84.1K
BEL
2419
DELISTED
Belmond Ltd.
BEL
$1.17M ﹤0.01%
96,450
+7,932
+9% +$104K
CNS icon
2420
Cohen & Steers
CNS
$4.18B
$1.16M ﹤0.01%
29,105
+9,788
+51% +$354K
SGYP
2421
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$1.16M ﹤0.01%
249,276
+150,130
+151% +$871K
ABAX
2422
DELISTED
Abaxis Inc
ABAX
$1.16M ﹤0.01%
23,962
+1,885
+9% +$93.5K
TACO
2423
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$1.16M ﹤0.01%
87,553
-62,210
-42% -$832K
LTXB
2424
DELISTED
LegacyTexas Financial Group Inc
LTXB
$1.16M ﹤0.01%
29,074
-1,351
-4% -$56.3K
KNM
2425
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.16M ﹤0.01%
26,214
-1,046
-4% -$46.1K
95 96
97
98 99

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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.