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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
STBZ
1451
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$5.33M 0.01%
203,873
-20,466
-9% -$542K
STL
1452
DELISTED
Sterling Bancorp
STL
$5.33M 0.01%
224,691
+33,678
+18% +$810K
NEOG icon
1453
Neogen
NEOG
$2.03B
$5.32M 0.01%
216,512
-10,603
-5% -$260K
EEFT icon
1454
Euronet Worldwide
EEFT
$3.13B
$5.32M 0.01%
62,186
+2,436
+4% +$191K
TRU icon
1455
TransUnion
TRU
$16.2B
$5.29M 0.01%
137,893
+64,594
+88% +$2.27M
CKH
1456
DELISTED
Seacor Holdings Inc.
CKH
$5.28M 0.01%
78,961
-5,645
-7% -$386K
MDSO
1457
DELISTED
Medidata Solutions, Inc.
MDSO
$5.28M 0.01%
91,576
+1,618
+2% +$87.5K
XHR
1458
Xenia Hotels & Resorts
XHR
$2.01B
$5.28M 0.01%
309,325
+79,576
+35% +$1.43M
BC icon
1459
Brunswick
BC
$5.33B
$5.28M 0.01%
86,235
-2,191
-2% -$130K
CRUS icon
1460
Cirrus Logic
CRUS
$6.9B
$5.28M 0.01%
86,915
-5,528
-6% -$315K
NVRI icon
1461
Enviri
NVRI
$622M
$5.27M 0.01%
413,438
-5,411
-1% -$72.3K
GBX icon
1462
The Greenbrier Companies
GBX
$1.6B
$5.27M 0.01%
122,192
-16,776
-12% -$741K
KG
1463
Kestrel Group
KG
$67.3M
$5.24M 0.01%
18,717
-1,544
-8% -$508K
ICL icon
1464
ICL Group
ICL
$6.78B
$5.24M 0.01%
1,229,798
+47,860
+4% +$213K
CUBI icon
1465
Customers Bancorp
CUBI
$2.68B
$5.23M 0.01%
165,989
-4,078
-2% -$139K
TKC icon
1466
Turkcell
TKC
$4.79B
$5.23M 0.01%
631,697
+62,959
+11% +$490K
SFLY
1467
DELISTED
Shutterfly, Inc.
SFLY
$5.23M 0.01%
108,214
+23,090
+27% +$1.11M
FUL icon
1468
H.B. Fuller
FUL
$3.08B
$5.22M 0.01%
101,204
+4,818
+5% +$241K
FSP
1469
Franklin Street Properties
FSP
$50.1M
$5.21M 0.01%
429,197
-22,277
-5% -$276K
EXP icon
1470
Eagle Materials
EXP
$6.8B
$5.21M 0.01%
53,616
-12,356
-19% -$1.26M
LXU icon
1471
LSB Industries
LXU
$828M
$5.2M 0.01%
720,767
-52,962
-7% -$366K
NM
1472
DELISTED
Navios Maritime Holdings Inc.
NM
$5.19M 0.01%
277,623
+21,214
+8% +$382K
ZAYO
1473
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$5.19M 0.01%
157,816
+18,294
+13% +$583K
PRGS icon
1474
Progress Software
PRGS
$1.64B
$5.19M 0.01%
178,709
-28,157
-14% -$818K
AWC
1475
DELISTED
Alumina Ltd
AWC
$5.19M 0.01%
953,371
+116,676
+14% +$635K
57 58
59
60 61

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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.