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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
UNFI icon
1251
United Natural Foods
UNFI
$3.07B
$6.96M 0.01%
161,000
+51,751
+47% +$2.33M
KAMN
1252
DELISTED
Kaman Corp
KAMN
$6.95M 0.01%
144,334
+5,739
+4% +$287K
RL icon
1253
Ralph Lauren
RL
$22.5B
$6.94M 0.01%
85,064
-15,016
-15% -$1.24M
MSM icon
1254
MSC Industrial Direct
MSM
$6.97B
$6.94M 0.01%
67,497
+20,825
+45% +$2.11M
PTC icon
1255
PTC
PTC
$14.7B
$6.92M 0.01%
131,776
-11,511
-8% -$609K
DNB
1256
DELISTED
Dun & Bradstreet
DNB
$6.92M 0.01%
64,069
-28,566
-31% -$3.23M
BBL
1257
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$6.91M 0.01%
221,929
+59,799
+37% +$2.02M
SCI icon
1258
Service Corp International
SCI
$11.7B
$6.9M 0.01%
223,578
+17,705
+9% +$533K
TAL icon
1259
TAL Education Group
TAL
$5.79B
$6.9M 0.01%
388,596
+149,016
+62% +$2.16M
POT
1260
DELISTED
Potash Corp Of Saskatchewan
POT
$6.89M 0.01%
403,666
+32,964
+9% +$597K
HAIN icon
1261
Hain Celestial
HAIN
$44.8M
$6.88M 0.01%
185,076
+7,865
+4% +$296K
PINC
1262
DELISTED
Premier
PINC
$6.88M 0.01%
216,163
-66,339
-23% -$2.08M
LSI
1263
DELISTED
Life Storage, Inc.
LSI
$6.88M 0.01%
125,574
+41,107
+49% +$2.3M
BN icon
1264
Brookfield
BN
$104B
$6.87M 0.01%
528,265
+61,960
+13% +$785K
CGNX icon
1265
Cognex
CGNX
$10B
$6.87M 0.01%
163,572
+15,230
+10% +$557K
ATW
1266
DELISTED
Atwood Oceanics
ATW
$6.86M 0.01%
720,250
+199,821
+38% +$2.23M
LNN icon
1267
Lindsay Corp
LNN
$1.17B
$6.84M 0.01%
77,620
+61,011
+367% +$4.77M
OLLI icon
1268
Ollie's Bargain Outlet
OLLI
$4.17B
$6.84M 0.01%
204,098
+103,293
+102% +$3.25M
SJR
1269
DELISTED
Shaw Communications Inc.
SJR
$6.82M 0.01%
329,221
+208,790
+173% +$4.38M
TWTR
1270
DELISTED
Twitter, Inc.
TWTR
$6.82M 0.01%
455,894
+49,193
+12% +$799K
MRC
1271
DELISTED
MRC Global
MRC
$6.81M 0.01%
371,648
+32,345
+10% +$641K
AEGN
1272
DELISTED
Aegion Corp
AEGN
$6.79M 0.01%
296,334
+227,788
+332% +$5.24M
UIS icon
1273
Unisys
UIS
$250M
$6.78M 0.01%
486,332
+31,794
+7% +$441K
IWR icon
1274
iShares Russell Mid-Cap ETF
IWR
$56.5B
$6.78M 0.01%
144,860
+121,880
+530% +$5.65M
CORE
1275
DELISTED
Core Mark Holding Co., Inc.
CORE
$6.77M 0.01%
217,193
-12,806
-6% -$448K
49 50
51
52 53

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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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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.