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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

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

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

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
AMPH icon
2901
Amphastar Pharmaceuticals
AMPH
$871M
$385K ﹤0.01%
26,524
-37,621
-59% -$592K
XTLY
2902
DELISTED
Xactly Corporation
XTLY
$384K ﹤0.01%
+32,243
New +$383K
HIL
2903
DELISTED
Hill International, Inc. Common Stock
HIL
$382K ﹤0.01%
92,000
-11,560
-11% -$57.5K
AMJ
2904
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$381K ﹤0.01%
11,787
-3,463
-23% -$113K
FXO icon
2905
First Trust Financials AlphaDEX Fund
FXO
$1.11B
$380K ﹤0.01%
13,727
-231
-2% -$6.42K
PGEM
2906
DELISTED
Ply Gem Holdings, Inc.
PGEM
$380K ﹤0.01%
19,289
-11,927
-38% -$209K
CVCO icon
2907
Cavco Industries
CVCO
$4.36B
$376K ﹤0.01%
3,228
+517
+19% +$56.1K
BPMC
2908
DELISTED
Blueprint Medicines
BPMC
$375K ﹤0.01%
+9,384
New +$336K
LEN.B icon
2909
Lennar Class B
LEN.B
$19.8B
$374K ﹤0.01%
9,604
+834
+10% +$29.8K
SCMP
2910
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$373K ﹤0.01%
33,911
-27,764
-45% -$322K
TLYS icon
2911
Tilly's
TLYS
$121M
$370K ﹤0.01%
41,023
-1,538
-4% -$17.5K
IWC icon
2912
iShares Micro-Cap ETF
IWC
$1.46B
$369K ﹤0.01%
4,314
– –
PGTI
2913
DELISTED
PGT, Inc.
PGTI
$368K ﹤0.01%
34,250
+11,370
+50% +$125K
SPAB icon
2914
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.6B
$367K ﹤0.01%
12,866
– –
NKSH icon
2915
National Bankshares
NKSH
$233M
$366K ﹤0.01%
9,740
-6,532
-40% -$265K
ZTO icon
2916
ZTO Express
ZTO
$18.2B
$366K ﹤0.01%
+27,979
New +$362K
JPM.PRB.CL
2917
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
$366K ﹤0.01%
13,338
-1,898
-12% -$51.5K
CHGG icon
2918
Chegg
CHGG
$91.4M
$365K ﹤0.01%
43,235
+15,877
+58% +$122K
ENTA icon
2919
Enanta Pharmaceuticals
ENTA
$400M
$365K ﹤0.01%
11,854
+1,989
+20% +$61.9K
QHC
2920
DELISTED
Quorum Health Corporation
QHC
$365K ﹤0.01%
67,096
+28,305
+73% +$230K
MYCC
2921
DELISTED
ClubCorp Holdings, Inc.
MYCC
$364K ﹤0.01%
22,702
-2,658
-10% -$43.6K
AGYS icon
2922
Agilysys
AGYS
$3B
$363K ﹤0.01%
38,406
+2,840
+8% +$27.3K
AUD
2923
DELISTED
Audacy, Inc.
AUD
$363K ﹤0.01%
25,378
-32,412
-56% -$480K
YRD
2924
Yiren Digital
YRD
$109M
$362K ﹤0.01%
+14,419
New +$345K
NEE.PRH.CL
2925
DELISTED
NextEra Energy Capital Holdings
NEE.PRH.CL
$360K ﹤0.01%
14,384
-1,941
-12% -$48.4K
115 116
117
118 119

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NIPH
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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.