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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
MRTN icon
2251
Marten Transport
MRTN
$1.33B
$1.59M ﹤0.01%
169,215
+20,870
+14% +$197K
ACOR
2252
DELISTED
Acorda Therapeutics
ACOR
$1.59M ﹤0.01%
630
+205
+48% +$590K
FOE
2253
DELISTED
Ferro Corporation
FOE
$1.59M ﹤0.01%
104,464
+5,996
+6% +$86K
CSTE icon
2254
Caesarstone
CSTE
$72.3M
$1.59M ﹤0.01%
43,751
+4,454
+11% +$143K
LOXO
2255
DELISTED
Loxo Oncology, Inc
LOXO
$1.59M ﹤0.01%
+37,679
New +$1.55M
CZZ
2256
DELISTED
Cosan Limited
CZZ
$1.58M ﹤0.01%
185,245
+8,097
+5% +$67.9K
SNEX icon
2257
StoneX
SNEX
$8.83B
$1.58M ﹤0.01%
210,347
-10,965
-5% -$81.3K
PLOW icon
2258
Douglas Dynamics
PLOW
$1.07B
$1.58M ﹤0.01%
51,430
-2,029
-4% -$65.8K
BBAR icon
2259
BBVA Argentina
BBAR
$3.85B
$1.57M ﹤0.01%
85,509
+12,893
+18% +$234K
AXON
2260
Axon Enterprise
AXON
$40.5B
$1.57M ﹤0.01%
68,751
-7,278
-10% -$179K
COKE icon
2261
Coca-Cola Consolidated
COKE
$12.3B
$1.56M ﹤0.01%
75,970
-21,800
-22% -$389K
KEYW
2262
DELISTED
The KEYW Holding Corporation
KEYW
$1.56M ﹤0.01%
165,375
-19,849
-11% -$205K
WIRE
2263
DELISTED
Encore Wire Corp
WIRE
$1.55M ﹤0.01%
33,788
+10
+0% +$447
AAIC
2264
DELISTED
Arlington Asset Investment Corp.
AAIC
$1.55M ﹤0.01%
109,984
+59,175
+116% +$871K
EMB icon
2265
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$1.55M ﹤0.01%
13,613
-7,076
-34% -$797K
LGIH icon
2266
LGI Homes
LGIH
$1.4B
$1.55M ﹤0.01%
45,615
+32,613
+251% +$994K
TTEC icon
2267
TTEC Holdings
TTEC
$103M
$1.55M ﹤0.01%
52,249
-118
-0.2% -$3.56K
AVXS
2268
DELISTED
AveXis, Inc. Common Stock
AVXS
$1.55M ﹤0.01%
20,345
+10,740
+112% +$665K
SITE icon
2269
SiteOne Landscape Supply
SITE
$4.43B
$1.54M ﹤0.01%
31,885
+1,151
+4% +$46K
ZEN
2270
DELISTED
ZENDESK INC
ZEN
$1.54M ﹤0.01%
+55,068
New +$1.43M
YZC
2271
DELISTED
Yanzhou Coal Mining
YZC
$1.54M ﹤0.01%
207,300
+15,608
+8% +$115K
TBBK icon
2272
The Bancorp
TBBK
$2.79B
$1.54M ﹤0.01%
302,615
-217,911
-42% -$1.25M
REGI
2273
DELISTED
Renewable Energy Group, Inc.
REGI
$1.54M ﹤0.01%
147,663
+60,920
+70% +$563K
WWE
2274
DELISTED
World Wrestling Entertainment
WWE
$1.54M ﹤0.01%
69,236
+615
+0.9% +$12.6K
NWLI
2275
DELISTED
National Western Life Group, Inc. Class A
NWLI
$1.53M ﹤0.01%
5,041
-72
-1% -$22.3K
89 90
91
92 93

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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.