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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
GNRC icon
1226
Generac Holdings
GNRC
$11.5B
$7.21M 0.01%
193,290
+17,057
+10% +$674K
NEU icon
1227
NewMarket
NEU
$7.2B
$7.2M 0.01%
15,882
+518
+3% +$227K
WBC
1228
DELISTED
WABCO HOLDINGS INC.
WBC
$7.18M 0.01%
61,157
-13,933
-19% -$1.57M
SGEN
1229
DELISTED
Seagen Inc. Common Stock
SGEN
$7.17M 0.01%
114,097
+24,641
+28% +$1.54M
MNK
1230
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$7.16M 0.01%
160,628
-122,996
-43% -$6.07M
WF icon
1231
Woori Financial
WF
$15.9B
$7.14M 0.01%
203,149
+61,697
+44% +$2.15M
AMKR icon
1232
Amkor Technology
AMKR
$11.3B
$7.14M 0.01%
616,041
+3,081
+0.5% +$31.8K
CNDT icon
1233
Conduent
CNDT
$251M
$7.14M 0.01%
+425,393
New +$6.47M
WAFD icon
1234
WaFd
WAFD
$2.71B
$7.12M 0.01%
214,969
+42,097
+24% +$1.41M
TDY icon
1235
Teledyne Technologies
TDY
$30.1B
$7.1M 0.01%
56,179
+2,942
+6% +$375K
CASY icon
1236
Casey's General Stores
CASY
$31.7B
$7.08M 0.01%
63,034
+4,042
+7% +$463K
HTO
1237
H2O America
HTO
$2.69B
$7.06M 0.01%
146,402
+86,078
+143% +$4.24M
YELP icon
1238
Yelp
YELP
$1.51B
$7.06M 0.01%
215,504
-5,101
-2% -$189K
VONV icon
1239
Vanguard Russell 1000 Value ETF
VONV
$20.7B
$7.06M 0.01%
140,556
+28,004
+25% +$1.4M
SWFT
1240
DELISTED
Swift Transportation Company
SWFT
$7.05M 0.01%
343,400
-17,981
-5% -$401K
DNR
1241
DELISTED
Denbury Resources, Inc.
DNR
$7.04M 0.01%
2,729,601
-86,036
-3% -$266K
EPC icon
1242
Edgewell Personal Care
EPC
$1.3B
$7.03M 0.01%
96,112
+14,915
+18% +$1.14M
SNV
1243
DELISTED
Synovus
SNV
$7.02M 0.01%
171,116
+39,736
+30% +$1.66M
AIRM
1244
DELISTED
Air Methods Corp
AIRM
$7.02M 0.01%
163,163
+1,482
+0.9% +$57.3K
MNRO icon
1245
Monro
MNRO
$537M
$7.01M 0.01%
134,480
+14,808
+12% +$840K
MLNX
1246
DELISTED
Mellanox Technologies, Ltd.
MLNX
$7.01M 0.01%
137,515
+130,688
+1,914% +$6.21M
RDN icon
1247
Radian Group
RDN
$5.22B
$6.98M 0.01%
388,801
+67,879
+21% +$1.26M
SID icon
1248
Companhia Siderúrgica Nacional
SID
$1.46B
$6.98M 0.01%
2,390,335
-887,794
-27% -$3.23M
SHLM
1249
DELISTED
Schulman (A.) Inc
SHLM
$6.98M 0.01%
221,874
-45,683
-17% -$1.52M
UBSI icon
1250
United Bankshares
UBSI
$6.71B
$6.96M 0.01%
164,816
+28,734
+21% +$1.27M
48 49
50
51 52

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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.