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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
QDEL icon
2576
QuidelOrtho
QDEL
$1.09B
$830K ﹤0.01%
36,670
-8,685
-19% -$180K
CVGW
2577
DELISTED
Calavo Growers
CVGW
$821K ﹤0.01%
13,554
+1,357
+11% +$78.3K
ITCL
2578
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$818K ﹤0.01%
60,252
-2,470
-4% -$31K
XOXO
2579
DELISTED
Xo Group Inc
XOXO
$815K ﹤0.01%
47,376
+1,607
+4% +$29.3K
TBNK
2580
DELISTED
Territorial Bancorp Inc.
TBNK
$813K ﹤0.01%
26,073
-19,491
-43% -$629K
ARTNA icon
2581
Artesian Resources
ARTNA
$356M
$812K ﹤0.01%
24,929
-6,463
-21% -$206K
PBPB
2582
DELISTED
Potbelly
PBPB
$811K ﹤0.01%
58,350
-24,514
-30% -$322K
GLIN icon
2583
VanEck India Growth Leaders ETF
GLIN
$93.7M
$810K ﹤0.01%
15,300
+500
+3% +$23.8K
CSS
2584
DELISTED
CSS Industries, Inc.
CSS
$810K ﹤0.01%
31,262
-22,790
-42% -$577K
NEO icon
2585
NeoGenomics
NEO
$1.81B
$809K ﹤0.01%
102,536
-20,605
-17% -$168K
PSTB
2586
DELISTED
Park Sterling Corp.
PSTB
$808K ﹤0.01%
65,599
-681
-1% -$7.9K
SCOR icon
2587
Comscore
SCOR
$110M
$804K ﹤0.01%
1,862
-451
-19% -$287K
TCBK icon
2588
TriCo Bancshares
TCBK
$1.85B
$804K ﹤0.01%
22,621
+11,581
+105% +$411K
SQBG
2589
DELISTED
Sequential Brands Group, Inc.
SQBG
$803K ﹤0.01%
5,159
+69
+1% +$11.3K
C.PRK
2590
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
$801K ﹤0.01%
28,276
-4,179
-13% -$117K
STT.PRE.CL
2591
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$799K ﹤0.01%
30,459
-4,411
-13% -$117K
ALL.PRE.CL
2592
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$795K ﹤0.01%
29,621
-4,212
-12% -$112K
RGNX icon
2593
Regenxbio
RGNX
$623M
$790K ﹤0.01%
40,928
+25,729
+169% +$496K
ZUMZ icon
2594
Zumiez
ZUMZ
$320M
$788K ﹤0.01%
43,074
-5,007
-10% -$98K
HTHT icon
2595
Huazhu Hotels Group
HTHT
$12.4B
$778K ﹤0.01%
50,168
+468
+0.9% +$6.55K
KODK icon
2596
Kodak
KODK
$806M
$777K ﹤0.01%
67,562
+5,352
+9% +$73.2K
VVX icon
2597
V2X
VVX
$2.62B
$777K ﹤0.01%
34,750
-5,283
-13% -$121K
ZVO
2598
DELISTED
Zovio Inc. Common Stock
ZVO
$776K ﹤0.01%
72,729
-9,193
-11% -$94.1K
JPM.PRF.CL
2599
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$776K ﹤0.01%
29,257
-4,244
-13% -$110K
HIFR
2600
DELISTED
InfraREIT, Inc.
HIFR
$776K ﹤0.01%
43,131
+3,328
+8% +$57K
102 103
104
105 106

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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.