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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
ODFL icon
1176
Old Dominion Freight Line
ODFL
$47.1B
$7.74M 0.01%
271,506
+21,726
+9% +$643K
OUT icon
1177
Outfront Media
OUT
$5.72B
$7.74M 0.01%
296,023
+6,706
+2% +$175K
SNX icon
1178
TD Synnex
SNX
$19.8B
$7.74M 0.01%
138,218
+2,948
+2% +$176K
CSOD
1179
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$7.74M 0.01%
198,925
+46,095
+30% +$1.9M
AVNT icon
1180
Avient
AVNT
$3.41B
$7.72M 0.01%
226,521
+55,472
+32% +$1.86M
EXEL icon
1181
Exelixis
EXEL
$14.2B
$7.7M 0.01%
355,510
+58,068
+20% +$1.18M
MGLN
1182
DELISTED
Magellan Health Services, Inc.
MGLN
$7.7M 0.01%
111,538
+3,121
+3% +$228K
RYAAY icon
1183
Ryanair
RYAAY
$31.1B
$7.68M 0.01%
231,525
+11,652
+5% +$386K
ST icon
1184
Sensata Technologies
ST
$6.8B
$7.67M 0.01%
175,695
+18,909
+12% +$792K
MRCY icon
1185
Mercury Systems
MRCY
$5.97B
$7.66M 0.01%
196,133
+46,616
+31% +$1.66M
HXL icon
1186
Hexcel
HXL
$8.3B
$7.65M 0.01%
140,251
+20,522
+17% +$1.08M
FLIR
1187
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$7.65M 0.01%
210,831
-24,266
-10% -$875K
WFT
1188
DELISTED
Weatherford International plc
WFT
$7.64M 0.01%
1,148,243
+594,553
+107% +$3.48M
SKX
1189
DELISTED
Skechers
SKX
$7.62M 0.01%
277,653
+82,741
+42% +$2.14M
HMN icon
1190
Horace Mann Educators
HMN
$2.12B
$7.59M 0.01%
184,941
+17,116
+10% +$717K
GPI icon
1191
Group 1 Automotive
GPI
$4.17B
$7.58M 0.01%
102,274
+14,318
+16% +$1.12M
IDCC icon
1192
InterDigital
IDCC
$6.72B
$7.57M 0.01%
87,760
-8,885
-9% -$798K
MOG.A icon
1193
Moog Inc Class A
MOG.A
$13.1B
$7.55M 0.01%
112,174
+28,708
+34% +$1.9M
ASB icon
1194
Associated Banc-Corp
ASB
$5.86B
$7.55M 0.01%
309,553
+21,121
+7% +$530K
DY icon
1195
Dycom Industries
DY
$12.1B
$7.53M 0.01%
81,007
-2,177
-3% -$185K
GLOG
1196
DELISTED
GASLOG LTD
GLOG
$7.5M 0.01%
488,607
+42,791
+10% +$685K
SAIC icon
1197
Saic
SAIC
$5.14B
$7.5M 0.01%
100,794
-10,371
-9% -$882K
NSR
1198
DELISTED
Neustar Inc
NSR
$7.49M 0.01%
226,017
-18,238
-7% -$606K
RLJ icon
1199
RLJ Lodging Trust
RLJ
$1.89B
$7.49M 0.01%
318,647
+40,022
+14% +$934K
RAD
1200
DELISTED
Rite Aid Corporation
RAD
$7.47M 0.01%
87,900
+7,716
+10% +$929K
46 47
48
49 50

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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.