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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
FCNCA icon
1776
First Citizens BancShares
FCNCA
$24.3B
$3.43M 0.01%
10,217
+813
+9% +$289K
PRXL
1777
DELISTED
Parexel International Corp
PRXL
$3.41M 0.01%
54,102
-18,488
-25% -$1.22M
ALR
1778
DELISTED
Alere Inc
ALR
$3.41M 0.01%
85,861
+6,002
+8% +$234K
SKT icon
1779
Tanger
SKT
$4.8B
$3.41M 0.01%
104,034
-7,004
-6% -$237K
HTLD icon
1780
Heartland Express
HTLD
$1.06B
$3.4M 0.01%
169,699
+4,035
+2% +$81.9K
CENX icon
1781
Century Aluminum
CENX
$4.44B
$3.4M 0.01%
267,745
-2,144
-0.8% -$28.5K
EVER
1782
DELISTED
Everbank Financial Corp
EVER
$3.39M 0.01%
174,223
+68,471
+65% +$1.33M
BCH icon
1783
Banco de Chile
BCH
$20.9B
$3.39M 0.01%
147,984
+20,010
+16% +$459K
OLED icon
1784
Universal Display
OLED
$3.81B
$3.38M 0.01%
39,281
+25,442
+184% +$1.83M
FINL
1785
DELISTED
Finish Line
FINL
$3.37M 0.01%
237,096
-97,760
-29% -$1.64M
MTH icon
1786
Meritage Homes
MTH
$4.89B
$3.37M 0.01%
183,198
+80,572
+79% +$1.44M
CPK icon
1787
Chesapeake Utilities
CPK
$3.26B
$3.36M 0.01%
48,608
-9,232
-16% -$615K
HUBS icon
1788
HubSpot
HUBS
$11.4B
$3.35M 0.01%
55,414
+26,491
+92% +$1.5M
NAVG
1789
DELISTED
Navigators Group Inc
NAVG
$3.35M 0.01%
61,768
+7,224
+13% +$403K
AROC icon
1790
Archrock
AROC
$6.26B
$3.35M 0.01%
269,995
-83,404
-24% -$1.17M
IRBT
1791
DELISTED
iRobot
IRBT
$3.34M 0.01%
50,530
+5,233
+12% +$310K
CADE
1792
DELISTED
Cadence Bank
CADE
$3.33M 0.01%
110,140
+4,578
+4% +$140K
QCP
1793
DELISTED
Quality Care Properties, Inc.
QCP
$3.33M 0.01%
176,606
+53,654
+44% +$954K
ESE icon
1794
ESCO Technologies
ESE
$8.4B
$3.32M 0.01%
57,213
-4,064
-7% -$228K
KAI icon
1795
Kadant
KAI
$3.69B
$3.3M 0.01%
55,637
-7,666
-12% -$465K
BMCH
1796
DELISTED
BMC Stock Holdings, Inc
BMCH
$3.3M 0.01%
145,863
+123,509
+553% +$2.5M
DYN
1797
DELISTED
Dynegy, Inc.
DYN
$3.3M 0.01%
419,505
+209,043
+99% +$1.8M
AZTA icon
1798
Azenta
AZTA
$1.27B
$3.29M 0.01%
147,000
+14,690
+11% +$292K
VRNT
1799
DELISTED
Verint Systems
VRNT
$3.29M 0.01%
148,731
+42,798
+40% +$834K
GNC
1800
DELISTED
GNC Holdings, Inc.
GNC
$3.29M 0.01%
446,404
+59,244
+15% +$510K
70 71
72
73 74

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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.