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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
PKG icon
551
Packaging Corp of America
PKG
$22.2B
$21.4M 0.03%
233,787
+8,003
+4% +$734K
NI icon
552
NiSource
NI
$21.5B
$21.4M 0.03%
899,938
-25,606
-3% -$586K
PNRA
553
DELISTED
Panera Bread Co
PNRA
$21.3M 0.03%
81,381
+3,928
+5% +$892K
L icon
554
Loews
L
$24.5B
$21.3M 0.03%
455,163
-102,743
-18% -$4.8M
CTAS icon
555
Cintas
CTAS
$86.6B
$21.3M 0.03%
671,964
-90,040
-12% -$2.66M
FCN icon
556
FTI Consulting
FCN
$5.14B
$21.2M 0.03%
514,577
+433,956
+538% +$18M
KEYS icon
557
Keysight
KEYS
$50.7B
$21.1M 0.03%
582,553
-661,197
-53% -$24.6M
EXPD icon
558
Expeditors International
EXPD
$22.3B
$21M 0.03%
371,430
-209,040
-36% -$11.5M
HSY icon
559
Hershey
HSY
$37.3B
$20.9M 0.03%
191,261
-203,532
-52% -$21.8M
NBL
560
DELISTED
Noble Energy, Inc.
NBL
$20.9M 0.03%
607,996
-39,303
-6% -$1.46M
LKQ icon
561
LKQ Corp
LKQ
$6.72B
$20.9M 0.03%
713,277
+7,534
+1% +$234K
IPG
562
DELISTED
Interpublic Group of Companies
IPG
$20.8M 0.03%
846,417
-496,910
-37% -$11.9M
BR icon
563
Broadridge
BR
$18.4B
$20.8M 0.03%
305,547
+20,078
+7% +$1.36M
PBCT
564
DELISTED
People's United Financial Inc
PBCT
$20.7M 0.03%
1,137,904
-188,750
-14% -$3.57M
ERIC icon
565
Ericsson
ERIC
$32.1B
$20.7M 0.03%
3,112,975
+1,635,852
+111% +$10.1M
VIV icon
566
Telefônica Brasil
VIV
$20.4B
$20.7M 0.03%
1,390,640
+27,432
+2% +$403K
LM
567
DELISTED
Legg Mason, Inc.
LM
$20.6M 0.03%
569,243
+96,973
+21% +$3.36M
CAJ
568
DELISTED
Canon, Inc.
CAJ
$20.5M 0.03%
655,624
+52,167
+9% +$1.55M
RCL icon
569
Royal Caribbean
RCL
$86.8B
$20.5M 0.03%
208,659
-5,748
-3% -$538K
CXO
570
DELISTED
CONCHO RESOURCES INC.
CXO
$20.4M 0.03%
158,944
-108,360
-41% -$14.6M
AOS icon
571
A.O. Smith
AOS
$8.55B
$20.4M 0.03%
398,251
+195,818
+97% +$9.72M
MT icon
572
ArcelorMittal
MT
$49.5B
$20.3M 0.03%
810,460
+165,279
+26% +$4.18M
BSMX
573
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$20.2M 0.03%
2,241,289
+1,708,920
+321% +$13M
AKAM icon
574
Akamai
AKAM
$15.6B
$20.2M 0.03%
338,989
-115,434
-25% -$7.58M
WPP icon
575
WPP
WPP
$4.67B
$20.2M 0.03%
184,479
+12,637
+7% +$1.42M
21 22
23
24 25

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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.