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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
NFBK
1376
DELISTED
Northfield Bancorp
NFBK
$5.85M 0.01%
324,887
-56,728
-15% -$1.04M
NKTR icon
1377
Nektar Therapeutics
NKTR
$2.39B
$5.85M 0.01%
16,610
+1,257
+8% +$283K
HRG
1378
DELISTED
HRG Group, Inc.
HRG
$5.84M 0.01%
302,395
-70,954
-19% -$1.25M
FAF icon
1379
First American
FAF
$8.08B
$5.83M 0.01%
148,352
+25,140
+20% +$961K
GCO icon
1380
Genesco
GCO
$432M
$5.82M 0.01%
104,889
+3,391
+3% +$202K
MDR
1381
DELISTED
McDermott International
MDR
$5.81M 0.01%
287,113
+37,154
+15% +$819K
CBOE icon
1382
Cboe Global Markets
CBOE
$31.1B
$5.8M 0.01%
71,528
-259,302
-78% -$20.3M
NHY
1383
DELISTED
NORSK HYDRO A. S. ADR
NHY
$5.8M 0.01%
997,047
+263,695
+36% +$1.53M
KN icon
1384
Knowles
KN
$3.07B
$5.79M 0.01%
305,635
+22,140
+8% +$405K
DXJ icon
1385
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
$5.79M 0.01%
114,370
-9,719
-8% -$495K
FRGI
1386
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$5.79M 0.01%
239,060
-95,771
-29% -$2.42M
ENIC icon
1387
Enel Chile
ENIC
$6.05B
$5.78M 0.01%
1,051,357
+185,299
+21% +$925K
NWBI icon
1388
Northwest Bancshares
NWBI
$2.33B
$5.77M 0.01%
342,529
+9,474
+3% +$166K
AGR
1389
DELISTED
Avangrid, Inc.
AGR
$5.77M 0.01%
134,927
+50,049
+59% +$2.05M
EDR
1390
DELISTED
Education Realty Trust Inc
EDR
$5.76M 0.01%
141,106
-1,060
-0.7% -$43.4K
WOR icon
1391
Worthington Enterprises
WOR
$2.82B
$5.75M 0.01%
206,891
-28,573
-12% -$860K
CCP
1392
DELISTED
Care Capital Properties, Inc.
CCP
$5.75M 0.01%
213,906
+41,003
+24% +$1.03M
NBHC icon
1393
National Bank Holdings
NBHC
$1.9B
$5.74M 0.01%
176,748
-29,413
-14% -$947K
TSRO
1394
DELISTED
TESARO, Inc.
TSRO
$5.74M 0.01%
37,301
+3,623
+11% +$590K
ASTE icon
1395
Astec Industries
ASTE
$1.26B
$5.74M 0.01%
93,285
-5,613
-6% -$372K
CHS
1396
DELISTED
Chicos FAS, Inc.
CHS
$5.73M 0.01%
403,366
-21,739
-5% -$302K
DEI icon
1397
Douglas Emmett
DEI
$2.01B
$5.73M 0.01%
149,126
+1,682
+1% +$64.5K
TWNK
1398
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$5.72M 0.01%
+360,441
New +$5.39M
ALGT icon
1399
Allegiant Air
ALGT
$2.73B
$5.71M 0.01%
35,604
+13,679
+62% +$2.3M
PIR
1400
DELISTED
Pier 1 Imports, Inc.
PIR
$5.69M 0.01%
39,754
+4,288
+12% +$628K
54 55
56
57 58

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MCM
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PSUF
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BAM
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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.