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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
WNC icon
1401
Wabash National
WNC
$541M
$5.69M 0.01%
274,997
+53,167
+24% +$1.04M
PTR
1402
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$5.69M 0.01%
77,685
+8,985
+13% +$693K
PE
1403
DELISTED
PARSLEY ENERGY INC
PE
$5.69M 0.01%
174,894
-21,211
-11% -$702K
AGU
1404
DELISTED
Agrium
AGU
$5.68M 0.01%
59,501
+22,717
+62% +$2.29M
DF
1405
DELISTED
Dean Foods Company
DF
$5.67M 0.01%
288,577
-14,361
-5% -$281K
RBC icon
1406
RBC Bearings
RBC
$18.2B
$5.66M 0.01%
58,280
+819
+1% +$76K
WKC icon
1407
World Kinect Corp
WKC
$2.06B
$5.65M 0.01%
155,750
-69,176
-31% -$2.81M
NNN icon
1408
NNN REIT
NNN
$9.37B
$5.63M 0.01%
129,168
+7,824
+6% +$346K
SPLK
1409
DELISTED
Splunk Inc
SPLK
$5.61M 0.01%
90,043
+9,150
+11% +$548K
PDFS icon
1410
PDF Solutions
PDFS
$1.87B
$5.59M 0.01%
247,260
-18,707
-7% -$417K
CVI icon
1411
CVR Energy
CVI
$3.39B
$5.59M 0.01%
278,208
-6,942
-2% -$153K
MDP
1412
DELISTED
Meredith Corporation
MDP
$5.59M 0.01%
86,465
+20,648
+31% +$1.27M
NUVA
1413
DELISTED
NuVasive, Inc.
NUVA
$5.58M 0.01%
74,759
+6,572
+10% +$477K
QIWI
1414
DELISTED
QIWI PLC
QIWI
$5.58M 0.01%
325,256
+75,983
+30% +$1.1M
DECK icon
1415
Deckers Outdoor
DECK
$14.2B
$5.57M 0.01%
559,572
+66,312
+13% +$612K
CTWS
1416
DELISTED
Connecticut Water Service Inc
CTWS
$5.57M 0.01%
104,807
+79,255
+310% +$4.29M
CMPR icon
1417
Cimpress
CMPR
$2.43B
$5.57M 0.01%
64,589
+16,584
+35% +$1.43M
TIVO
1418
DELISTED
Tivo Inc
TIVO
$5.56M 0.01%
296,607
-26,188
-8% -$501K
USFD icon
1419
US Foods
USFD
$22.3B
$5.56M 0.01%
198,647
+92,772
+88% +$2.52M
CONE
1420
DELISTED
CyrusOne Inc Common Stock
CONE
$5.54M 0.01%
107,735
+28,508
+36% +$1.4M
WLH
1421
DELISTED
WILLIAM LYON HOMES
WLH
$5.53M 0.01%
268,063
+86,063
+47% +$1.61M
ELUX
1422
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$5.52M 0.01%
99,043
+10,726
+12% +$598K
BKH icon
1423
Black Hills Corp
BKH
$5.69B
$5.52M 0.01%
83,093
+3,246
+4% +$205K
AMAG
1424
DELISTED
AMAG Pharmaceuticals
AMAG
$5.52M 0.01%
244,699
-26,723
-10% -$640K
KNGT
1425
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$5.51M 0.01%
175,802
+75,361
+75% +$2.36M
55 56
57
58 59

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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.