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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
AGX icon
2501
Argan
AGX
$7.98B
$966K ﹤0.01%
14,605
+1,896
+15% +$133K
DVY icon
2502
iShares Select Dividend ETF
DVY
$24B
$965K ﹤0.01%
10,590
+740
+8% +$67K
LPG icon
2503
Dorian LPG
LPG
$1.94B
$963K ﹤0.01%
91,434
+58,440
+177% +$600K
CBPX
2504
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$959K ﹤0.01%
39,131
+1,048
+3% +$25.3K
PGNX
2505
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$956K ﹤0.01%
101,249
+25,413
+34% +$254K
PACB icon
2506
Pacific Biosciences
PACB
$422M
$955K ﹤0.01%
184,755
+65,899
+55% +$323K
FISI icon
2507
Financial Institutions
FISI
$800M
$953K ﹤0.01%
28,909
+1,945
+7% +$64.9K
GBDC icon
2508
Golub Capital BDC
GBDC
$3.33B
$953K ﹤0.01%
48,967
+564
+1% +$10.5K
CSFL
2509
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$953K ﹤0.01%
36,791
+2,715
+8% +$68.1K
BLDR icon
2510
Builders FirstSource
BLDR
$7.84B
$952K ﹤0.01%
63,902
+26,557
+71% +$343K
TTD icon
2511
Trade Desk
TTD
$8.13B
$952K ﹤0.01%
+255,540
New +$875K
CSII
2512
DELISTED
Cardiovascular Systems, Inc.
CSII
$952K ﹤0.01%
33,672
+7,072
+27% +$188K
AIMT
2513
DELISTED
Aimmune Therapeutics
AIMT
$950K ﹤0.01%
43,720
-29,559
-40% -$606K
LBAI
2514
DELISTED
Lakeland Bancorp Inc
LBAI
$946K ﹤0.01%
48,261
-615
-1% -$11.9K
CRAY
2515
DELISTED
Cray, Inc.
CRAY
$945K ﹤0.01%
43,160
+19,347
+81% +$382K
MC icon
2516
Moelis & Co
MC
$4.98B
$943K ﹤0.01%
+24,506
New +$888K
RDNT icon
2517
RadNet
RDNT
$4.84B
$941K ﹤0.01%
159,464
-10,507
-6% -$62.4K
LSCC icon
2518
Lattice Semiconductor
LSCC
$17.6B
$939K ﹤0.01%
135,738
-28,696
-17% -$203K
SDY icon
2519
State Street SPDR S&P Dividend ETF
SDY
$21.9B
$938K ﹤0.01%
10,638
+1,136
+12% +$99.3K
CLDT
2520
Chatham Lodging
CLDT
$630M
$937K ﹤0.01%
47,461
+1,930
+4% +$38.8K
HF
2521
DELISTED
HFF Inc.
HF
$933K ﹤0.01%
33,705
-17,543
-34% -$515K
VCO
2522
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
$933K ﹤0.01%
27,443
– –
UVE icon
2523
Universal Insurance Holdings
UVE
$1.16B
$931K ﹤0.01%
37,981
-1,657
-4% -$43.4K
SPWR
2524
DELISTED
SunPower Corporation Common Stock
SPWR
$931K ﹤0.01%
233,074
+64,785
+38% +$304K
TGTX icon
2525
TG Therapeutics
TGTX
$8.58B
$928K ﹤0.01%
+79,654
New +$572K
99 100
101
102 103

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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.