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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
TAST
2301
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.46M ﹤0.01%
103,299
-33,564
-25% -$501K
HEI.A icon
2302
HEICO Corp Class A
HEI.A
$35.4B
$1.46M ﹤0.01%
38,010
-9,027
-19% -$323K
UBA
2303
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.46M ﹤0.01%
70,885
-3,795
-5% -$83.7K
OCFC icon
2304
OceanFirst Financial
OCFC
$1.7B
$1.46M ﹤0.01%
51,673
+5,932
+13% +$173K
MSFG
2305
DELISTED
MainSource Financial Group Inc
MSFG
$1.45M ﹤0.01%
43,996
-5,080
-10% -$169K
MCRN
2306
DELISTED
Milacron Holdings Corp.
MCRN
$1.44M ﹤0.01%
77,574
-4,772
-6% -$86.5K
WIX icon
2307
WIX.com
WIX
$2.15B
$1.44M ﹤0.01%
21,257
+4,753
+29% +$279K
JOYY
2308
JOYY Inc
JOYY
$3.73B
$1.44M ﹤0.01%
31,300
+10,370
+50% +$460K
SHEN icon
2309
Shenandoah Telecom
SHEN
$632M
$1.44M ﹤0.01%
51,388
-9,976
-16% -$276K
STC icon
2310
Stewart Information Services
STC
$2.05B
$1.44M ﹤0.01%
32,626
+3,518
+12% +$155K
PERY
2311
DELISTED
Perry Ellis International Inc
PERY
$1.44M ﹤0.01%
67,082
-1,218
-2% -$28.1K
IWO icon
2312
iShares Russell 2000 Growth ETF
IWO
$14.3B
$1.44M ﹤0.01%
8,895
+5,300
+147% +$841K
CHFN
2313
DELISTED
Charter Financial Corp
CHFN
$1.43M ﹤0.01%
72,927
+991
+1% +$17.9K
TILE icon
2314
Interface
TILE
$1.91B
$1.43M ﹤0.01%
74,882
+8,080
+12% +$149K
GIMO
2315
DELISTED
Gigamon Inc.
GIMO
$1.43M ﹤0.01%
40,136
+236
+0.6% +$8.42K
CZR icon
2316
Caesars Entertainment
CZR
$6.1B
$1.43M ﹤0.01%
75,284
+25,325
+51% +$427K
MOD icon
2317
Modine Manufacturing
MOD
$12.8B
$1.42M ﹤0.01%
116,699
-39,747
-25% -$494K
PATK icon
2318
Patrick Industries
PATK
$2.8B
$1.42M ﹤0.01%
45,090
-8,987
-17% -$311K
DRUA
2319
DELISTED
Dominion Energy, Inc 2016 Series A 5.25% Enhanced Junior Subordinated Notes due 2076
DRUA
$1.42M ﹤0.01%
59,792
-8,036
-12% -$187K
FCB
2320
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.42M ﹤0.01%
28,660
+285
+1% +$13.6K
LFCR icon
2321
Lifecore Biomedical
LFCR
$162M
$1.42M ﹤0.01%
118,028
-61,466
-34% -$778K
APTS
2322
DELISTED
Preferred Apartment Communities, Inc.
APTS
$1.41M ﹤0.01%
107,059
-12,420
-10% -$171K
PNC.PRP
2323
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.41M ﹤0.01%
49,750
-6,955
-12% -$197K
EXTR icon
2324
Extreme Networks
EXTR
$3.86B
$1.41M ﹤0.01%
187,528
-233,909
-56% -$1.4M
UEIC icon
2325
Universal Electronics
UEIC
$57.2M
$1.41M ﹤0.01%
20,525
-14,576
-42% -$962K
91 92
93
94 95

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MCM
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PSUF
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SCC
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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.