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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
QSR icon
1851
Restaurant Brands International
QSR
$25.8B
$3.11M ﹤0.01%
55,772
-866
-2% -$45.3K
VECO icon
1852
Veeco
VECO
$2.96B
$3.11M ﹤0.01%
104,056
-9,758
-9% -$272K
UHAL icon
1853
U-Haul Holding Co
UHAL
$14.3B
$3.1M ﹤0.01%
81,380
+14,000
+21% +$526K
AERI
1854
DELISTED
Aerie Pharmaceuticals
AERI
$3.1M ﹤0.01%
68,398
+3,739
+6% +$167K
SYNH
1855
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$3.1M ﹤0.01%
67,630
-37,166
-35% -$1.85M
HOMB icon
1856
Home BancShares
HOMB
$6.21B
$3.1M ﹤0.01%
114,336
+17,192
+18% +$472K
HTH icon
1857
Hilltop Holdings
HTH
$2.25B
$3.09M ﹤0.01%
112,638
+2,375
+2% +$66.4K
LYV icon
1858
Live Nation Entertainment
LYV
$41.7B
$3.09M ﹤0.01%
101,875
+15,813
+18% +$453K
AMC icon
1859
AMC Entertainment Holdings
AMC
$2.24B
$3.09M ﹤0.01%
9,830
+2,240
+30% +$715K
WDFC icon
1860
WD-40
WDFC
$3.13B
$3.09M ﹤0.01%
28,378
-13,748
-33% -$1.5M
CCJ icon
1861
Cameco
CCJ
$38.9B
$3.09M ﹤0.01%
279,193
+39,547
+17% +$451K
HLX icon
1862
Helix Energy Solutions
HLX
$1.42B
$3.09M ﹤0.01%
397,518
-158,463
-29% -$1.27M
ALNY icon
1863
Alnylam Pharmaceuticals
ALNY
$37.2B
$3.08M ﹤0.01%
60,030
+24,967
+71% +$1.15M
USCR
1864
DELISTED
U S Concrete, Inc.
USCR
$3.08M ﹤0.01%
47,652
+10,474
+28% +$677K
ANH
1865
DELISTED
Anworth Mortgage Asset Corporation
ANH
$3.07M ﹤0.01%
553,776
+23,646
+4% +$126K
PEN icon
1866
Penumbra
PEN
$12.6B
$3.07M ﹤0.01%
36,753
+360
+1% +$27.2K
TBI
1867
Trueblue
TBI
$237M
$3.06M ﹤0.01%
111,730
-14,264
-11% -$364K
RYN icon
1868
Rayonier
RYN
$6.52B
$3.05M ﹤0.01%
118,752
+10,817
+10% +$277K
VG
1869
DELISTED
Vonage Holdings Corporation
VG
$3.05M ﹤0.01%
482,856
-91,382
-16% -$608K
GCP
1870
DELISTED
GCP Applied Technologies Inc.
GCP
$3.05M ﹤0.01%
93,297
+32,621
+54% +$942K
WD icon
1871
Walker & Dunlop
WD
$1.69B
$3.04M ﹤0.01%
72,952
+6,110
+9% +$225K
SCS
1872
DELISTED
Steelcase
SCS
$3.04M ﹤0.01%
181,479
+9,087
+5% +$150K
SSYS icon
1873
Stratasys
SSYS
$700M
$3.04M ﹤0.01%
148,330
+21,275
+17% +$421K
PK icon
1874
Park Hotels & Resorts
PK
$3.03B
$3.04M ﹤0.01%
+118,271
New +$3.14M
CNMD icon
1875
CONMED
CNMD
$1.31B
$3.03M ﹤0.01%
68,327
+1,350
+2% +$58.1K
73 74
75
76 77

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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.