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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
CWST icon
2351
Casella Waste Systems
CWST
$5.69B
$1.33M ﹤0.01%
94,567
-8,431
-8% -$105K
TVPT
2352
DELISTED
Travelport Worldwide Limited
TVPT
$1.33M ﹤0.01%
113,052
+27,919
+33% +$371K
BJRI icon
2353
BJ's Restaurants
BJRI
$1.41B
$1.32M ﹤0.01%
32,662
+3,682
+13% +$136K
SALE
2354
DELISTED
RetailMeNot, Inc. Series 1
SALE
$1.32M ﹤0.01%
162,972
-2,173
-1% -$19.1K
NNA
2355
DELISTED
Navios Maritime Acquisition Corporation
NNA
$1.31M ﹤0.01%
50,978
+482
+1% +$13.2K
HZO icon
2356
MarineMax
HZO
$800M
$1.31M ﹤0.01%
60,649
+5,064
+9% +$107K
CSV icon
2357
Carriage Services
CSV
$618M
$1.3M ﹤0.01%
48,042
-6,647
-12% -$178K
SUBC
2358
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.3M ﹤0.01%
84,288
-3,991
-5% -$61.6K
MCHB
2359
Mechanics Bancorp
MCHB
$3.47B
$1.3M ﹤0.01%
46,478
-15,780
-25% -$434K
ACH
2360
DELISTED
Alum Corp of China Ltd
ACH
$1.3M ﹤0.01%
107,079
+16,183
+18% +$201K
MTCH icon
2361
Match Group
MTCH
$8.84B
$1.3M ﹤0.01%
79,455
+44,553
+128% +$762K
MSGN
2362
DELISTED
MSG Networks Inc.
MSGN
$1.3M ﹤0.01%
55,565
+8,282
+18% +$185K
AKAO
2363
DELISTED
Achaogen Inc
AKAO
$1.3M ﹤0.01%
51,359
+27,914
+119% +$573K
MTW icon
2364
Manitowoc
MTW
$516M
$1.29M ﹤0.01%
56,385
-19,690
-26% -$486K
SRI icon
2365
Stoneridge
SRI
$209M
$1.28M ﹤0.01%
70,747
-12,234
-15% -$215K
LQDT icon
2366
Liquidity Services
LQDT
$1.17B
$1.28M ﹤0.01%
159,513
-22,805
-13% -$200K
DGII icon
2367
Digi International
DGII
$2.52B
$1.27M ﹤0.01%
106,961
-14,295
-12% -$183K
KTOS icon
2368
Kratos Defense & Security Solutions
KTOS
$8.88B
$1.26M ﹤0.01%
162,545
-59,854
-27% -$477K
PTLA
2369
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$1.26M ﹤0.01%
32,145
+10,776
+50% +$343K
SPNC
2370
DELISTED
Spectranetics Corp
SPNC
$1.26M ﹤0.01%
43,229
-5,432
-11% -$145K
RGEN icon
2371
Repligen
RGEN
$7.44B
$1.26M ﹤0.01%
35,687
-3,440
-9% -$109K
FBM
2372
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$1.26M ﹤0.01%
+78,654
New +$1.27M
PETS icon
2373
PetMed Express
PETS
$42.5M
$1.25M ﹤0.01%
62,082
-5,480
-8% -$116K
FGL
2374
DELISTED
Fidelity & Guaranty Life
FGL
$1.25M ﹤0.01%
44,897
-1,197
-3% -$30.9K
AORT icon
2375
Artivion
AORT
$1.23B
$1.24M ﹤0.01%
74,646
+45,218
+154% +$799K
93 94
95
96 97

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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.