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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
BDN
626
Brandywine Realty Trust
BDN
$509M
$18.2M 0.03%
1,120,762
+13,824
+1% +$225K
AVY icon
627
Avery Dennison
AVY
$12.8B
$18.1M 0.03%
225,180
-185,768
-45% -$14.4M
ALE
628
DELISTED
Allete
ALE
$18.1M 0.03%
267,559
+71,219
+36% +$4.67M
BIO icon
629
Bio-Rad Laboratories Class A
BIO
$8.76B
$18.1M 0.03%
90,855
+17,492
+24% +$3.37M
MHK icon
630
Mohawk Industries
MHK
$6.91B
$18.1M 0.03%
78,900
-23,548
-23% -$5.17M
TUP
631
DELISTED
Tupperware Brands Corporation
TUP
$18.1M 0.03%
288,027
+38,889
+16% +$2.3M
WAB icon
632
Wabtec
WAB
$49.3B
$18M 0.03%
230,506
+6,745
+3% +$557K
ETFC
633
DELISTED
E*Trade Financial Corporation
ETFC
$17.9M 0.03%
514,297
-160,461
-24% -$5.75M
JBHT icon
634
JB Hunt Transport Services
JBHT
$25.9B
$17.9M 0.03%
195,548
-31,849
-14% -$3.09M
NSANY
635
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$17.9M 0.03%
930,922
+123,881
+15% +$2.39M
CXW icon
636
CoreCivic
CXW
$2.94B
$17.9M 0.03%
568,819
+5,532
+1% +$169K
PWR icon
637
Quanta Services
PWR
$84.2B
$17.9M 0.03%
481,574
+54,949
+13% +$2.01M
EWY icon
638
iShares MSCI South Korea ETF
EWY
$20.1B
$17.9M 0.03%
288,774
+21,750
+8% +$1.27M
POR icon
639
Portland General Electric
POR
$5.82B
$17.8M 0.03%
400,108
+19,711
+5% +$867K
DRI icon
640
Darden Restaurants
DRI
$24.3B
$17.7M 0.03%
211,973
-56,613
-21% -$4.24M
CPN
641
DELISTED
Calpine Corporation
CPN
$17.7M 0.03%
1,604,857
+321,939
+25% +$3.7M
PNR icon
642
Pentair
PNR
$10.8B
$17.7M 0.03%
420,087
+4,674
+1% +$187K
TDG icon
643
TransDigm Group
TDG
$70.7B
$17.7M 0.03%
80,437
-79,154
-50% -$18.9M
FRT icon
644
Federal Realty Investment Trust
FRT
$10.9B
$17.7M 0.03%
132,636
+64
+0% +$8.84K
SANM icon
645
Sanmina
SANM
$8.78B
$17.7M 0.03%
435,302
+8,496
+2% +$329K
ULTA icon
646
Ulta Beauty
ULTA
$21.8B
$17.6M 0.03%
61,851
-16,433
-21% -$4.5M
BALL icon
647
Ball Corp
BALL
$17.5B
$17.6M 0.03%
474,382
-99,266
-17% -$3.71M
EMN icon
648
Eastman Chemical
EMN
$7.69B
$17.6M 0.03%
217,618
-491,281
-69% -$38.6M
DINO icon
649
HF Sinclair
DINO
$16.2B
$17.5M 0.03%
616,786
+31,377
+5% +$916K
TER icon
650
Teradyne
TER
$50B
$17.5M 0.03%
561,268
+107,766
+24% +$3.08M
24 25
26
27 28

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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.