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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
FFBC icon
1651
First Financial Bancorp
FFBC
$3.52B
$4.1M 0.01%
149,431
-12,661
-8% -$352K
POWI icon
1652
Power Integrations
POWI
$3.53B
$4.1M 0.01%
124,616
+25,114
+25% +$835K
NJR icon
1653
New Jersey Resources
NJR
$6.01B
$4.09M 0.01%
103,337
+30,283
+41% +$1.14M
OA
1654
DELISTED
Orbital ATK, Inc.
OA
$4.09M 0.01%
41,709
+4,910
+13% +$454K
GOV
1655
DELISTED
Government Properties Income Trust
GOV
$4.08M 0.01%
195,063
+6,143
+3% +$122K
ICUI icon
1656
ICU Medical
ICUI
$4.04B
$4.08M 0.01%
26,715
+2,459
+10% +$359K
HEES
1657
DELISTED
H&E Equipment Services
HEES
$4.07M 0.01%
166,072
-25,616
-13% -$627K
HNI icon
1658
HNI Corp
HNI
$3.09B
$4.07M 0.01%
88,302
+1,244
+1% +$59.9K
UMBF icon
1659
UMB Financial
UMBF
$10.7B
$4.06M 0.01%
53,948
-569
-1% -$43.5K
PLNT icon
1660
Planet Fitness
PLNT
$4.29B
$4.06M 0.01%
210,677
+10,887
+5% +$225K
SBGI icon
1661
Sinclair Inc
SBGI
$974M
$4.04M 0.01%
99,745
+29,664
+42% +$1.09M
TREX icon
1662
Trex
TREX
$4.57B
$4.04M 0.01%
232,648
+129,336
+125% +$2.23M
RWT
1663
Redwood Trust
RWT
$619M
$4.03M 0.01%
242,499
+19,551
+9% +$315K
SAIA icon
1664
Saia
SAIA
$11.2B
$4.03M 0.01%
90,900
-5,703
-6% -$266K
PCRX icon
1665
Pacira BioSciences
PCRX
$1.04B
$4.02M 0.01%
88,244
+32,009
+57% +$1.38M
TCO
1666
DELISTED
Taubman Centers Inc.
TCO
$4.02M 0.01%
60,914
-3,070
-5% -$213K
IONS icon
1667
Ionis Pharmaceuticals
IONS
$9.25B
$4.01M 0.01%
99,863
+7,776
+8% +$349K
PENN icon
1668
PENN Entertainment
PENN
$2.83B
$4.01M 0.01%
217,624
+23,836
+12% +$350K
JCP
1669
DELISTED
J.C. Penney Company, Inc.
JCP
$4.01M 0.01%
651,156
-287,499
-31% -$1.9M
CPLA
1670
DELISTED
Capella Education Company
CPLA
$4.01M 0.01%
47,173
-3,168
-6% -$260K
MMYT icon
1671
MakeMyTrip
MMYT
$4.97B
$4.01M 0.01%
115,823
+105,316
+1,002% +$3.38M
UPBD icon
1672
Upbound Group
UPBD
$1.2B
$4.01M 0.01%
451,769
+81,833
+22% +$744K
CSGS
1673
DELISTED
CSG Systems International
CSGS
$4.01M 0.01%
105,958
-27,882
-21% -$1.18M
KFY icon
1674
Korn Ferry
KFY
$4.13B
$4M 0.01%
126,966
-36,472
-22% -$1.09M
H icon
1675
Hyatt Hotels
H
$18B
$4M 0.01%
74,006
-27,259
-27% -$1.47M
65 66
67
68 69

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NIPH
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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.