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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
SNCR
2451
DELISTED
Synchronoss Technologies
SNCR
$1.08M ﹤0.01%
4,911
-546
-10% -$159K
JAKK icon
2452
Jakks Pacific
JAKK
$280M
$1.08M ﹤0.01%
19,580
-53
-0.3% -$2.83K
SBSI icon
2453
Southside Bancshares
SBSI
$1.02B
$1.08M ﹤0.01%
32,866
+3,801
+13% +$130K
BKMU
2454
DELISTED
Bank Mutual Corp
BKMU
$1.07M ﹤0.01%
114,361
+16,162
+16% +$156K
LORL
2455
DELISTED
Loral Space and Communications, Inc.
LORL
$1.07M ﹤0.01%
27,191
-720
-3% -$28.8K
MS.PRE icon
2456
Morgan Stanley Series E Preferred Stock
MS.PRE
$875M
$1.07M ﹤0.01%
36,746
-5,341
-13% -$154K
RRR icon
2457
Red Rock Resorts
RRR
$3.74B
$1.06M ﹤0.01%
+47,937
New +$1.09M
HGV icon
2458
Hilton Grand Vacations
HGV
$3.84B
$1.06M ﹤0.01%
+36,903
New +$1.05M
HAFC icon
2459
Hanmi Financial
HAFC
$943M
$1.06M ﹤0.01%
34,350
+13,861
+68% +$457K
LPSN icon
2460
LivePerson
LPSN
$18.9M
$1.05M ﹤0.01%
10,251
+81
+0.8% +$8.66K
SPSC icon
2461
SPS Commerce
SPSC
$2.25B
$1.05M ﹤0.01%
35,956
+8,790
+32% +$270K
NC icon
2462
NACCO Industries
NC
$353M
$1.05M ﹤0.01%
65,624
-5,196
-7% -$86.8K
FARO
2463
DELISTED
Faro Technologies
FARO
$1.04M ﹤0.01%
29,235
-16,026
-35% -$584K
LADR
2464
Ladder Capital
LADR
$1.25B
$1.04M ﹤0.01%
72,362
+24,336
+51% +$343K
SCNB
2465
DELISTED
Suffolk Bancorp
SCNB
$1.04M ﹤0.01%
25,869
-7,576
-23% -$317K
HOS
2466
DELISTED
Hornbeck Offshore Services, Inc.
HOS
$1.04M ﹤0.01%
234,487
+94,690
+68% +$540K
ATH
2467
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$1.03M ﹤0.01%
+20,680
New +$1.03M
LMAT icon
2468
LeMaitre Vascular
LMAT
$2.18B
$1.03M ﹤0.01%
41,879
-33,724
-45% -$792K
WEB
2469
DELISTED
Web.com Group, Inc.
WEB
$1.03M ﹤0.01%
53,272
+5,199
+11% +$103K
BH icon
2470
Biglari Holdings Class B
BH
$1.2B
$1.03M ﹤0.01%
3,564
-1,592
-31% -$466K
RUTH
2471
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.03M ﹤0.01%
51,197
-14,486
-22% -$260K
GORO icon
2472
Goldgroup Mining Inc.
GORO
$151M
$1.02M ﹤0.01%
226,237
+53,034
+31% +$272K
HFWA icon
2473
Heritage Financial
HFWA
$1.24B
$1.02M ﹤0.01%
41,335
+2,243
+6% +$56.2K
LMOS
2474
DELISTED
Lumos Networks Corp
LMOS
$1.02M ﹤0.01%
57,726
+8,954
+18% +$149K
UMH
2475
UMH Properties
UMH
$1.32B
$1.02M ﹤0.01%
66,848
-1,258
-2% -$18.3K
97 98
99
100 101

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.