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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
WAL icon
1026
Western Alliance Bancorporation
WAL
$8.91B
$9.47M 0.01%
192,954
+21,075
+12% +$1.06M
DAR icon
1027
Darling Ingredients
DAR
$9.28B
$9.41M 0.01%
647,793
+105,869
+20% +$1.39M
DOOR
1028
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$9.38M 0.01%
118,336
+74,753
+172% +$5.42M
PTEN icon
1029
Patterson-UTI
PTEN
$3.56B
$9.37M 0.01%
385,909
+4,833
+1% +$130K
ESV
1030
DELISTED
Ensco Rowan plc
ESV
$9.36M 0.01%
261,576
+96,891
+59% +$3.93M
WLL
1031
DELISTED
Whiting Petroleum Corporation
WLL
$9.35M 0.01%
3,296
-299
-8% -$968K
TSS
1032
DELISTED
Total System Services, Inc.
TSS
$9.35M 0.01%
174,826
-10,833
-6% -$578K
ODP
1033
DELISTED
ODP
ODP
$9.34M 0.01%
200,203
+6,657
+3% +$301K
LITE icon
1034
Lumentum
LITE
$46.7B
$9.31M 0.01%
174,553
-98,454
-36% -$4.34M
KALU icon
1035
Kaiser Aluminum
KALU
$2.51B
$9.3M 0.01%
116,464
+30,663
+36% +$2.43M
TROX icon
1036
Tronox
TROX
$951M
$9.28M 0.01%
503,096
-155,637
-24% -$2.31M
CPS icon
1037
Cooper-Standard Automotive
CPS
$528M
$9.27M 0.01%
83,575
-8,395
-9% -$915K
YPF icon
1038
YPF
YPF
$19.7B
$9.27M 0.01%
381,756
+59,453
+18% +$1.28M
TTWO icon
1039
Take-Two Interactive
TTWO
$46.5B
$9.26M 0.01%
156,273
-3,683
-2% -$206K
VGR
1040
DELISTED
Vector Group Ltd.
VGR
$9.26M 0.01%
726,277
+153,424
+27% +$2.06M
CBPO
1041
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$9.24M 0.01%
92,315
+22,384
+32% +$2.39M
GPOR
1042
DELISTED
Gulfport Energy Corp.
GPOR
$9.23M 0.01%
536,825
+251,109
+88% +$4.81M
ALV icon
1043
Autoliv
ALV
$9.1B
$9.19M 0.01%
124,681
+13,440
+12% +$1.04M
ITT icon
1044
ITT
ITT
$16.9B
$9.17M 0.01%
223,632
+17,376
+8% +$715K
HRI icon
1045
Herc Holdings
HRI
$4.79B
$9.17M 0.01%
187,567
+13,648
+8% +$642K
JBTM
1046
JBT Marel
JBTM
$7.24B
$9.17M 0.01%
104,250
-9,892
-9% -$857K
MTG icon
1047
MGIC Investment
MTG
$6.54B
$9.14M 0.01%
902,441
+259,606
+40% +$2.73M
LBTYA icon
1048
Liberty Global Class A
LBTYA
$3.57B
$9.12M 0.01%
254,219
-62,210
-20% -$2.2M
NDSN icon
1049
Nordson
NDSN
$16.4B
$9.12M 0.01%
74,215
+17,083
+30% +$2.02M
B
1050
Barrick Mining
B
$59.8B
$9.11M 0.01%
479,904
+47,502
+11% +$877K
40 41
42
43 44

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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.