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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
UHS icon
751
Universal Health Services
UHS
$10.2B
$14.6M 0.02%
117,229
-1,667
-1% -$197K
DIAX
752
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$14.5M 0.02%
926,881
– –
TTEK icon
753
Tetra Tech
TTEK
$8.77B
$14.5M 0.02%
1,775,150
+456,140
+35% +$3.78M
JOY
754
DELISTED
Joy Global Inc
JOY
$14.5M 0.02%
512,783
+55,372
+12% +$1.56M
VC icon
755
Visteon
VC
$2.85B
$14.5M 0.02%
147,600
+15,449
+12% +$1.42M
GNW icon
756
Genworth Financial
GNW
$3.86B
$14.4M 0.02%
3,505,634
+367,074
+12% +$1.41M
EQM
757
DELISTED
EQM Midstream Partners, LP
EQM
$14.4M 0.02%
187,283
+4,335
+2% +$339K
GXP
758
DELISTED
Great Plains Energy Incorporated
GXP
$14.4M 0.02%
492,853
-105,574
-18% -$2.96M
AMN icon
759
AMN Healthcare
AMN
$1.35B
$14.4M 0.02%
354,341
+25,240
+8% +$989K
DLX icon
760
Deluxe
DLX
$1.25B
$14.4M 0.02%
199,030
+12,890
+7% +$944K
MUSA icon
761
Murphy USA
MUSA
$11.4B
$14.3M 0.02%
195,282
+18,428
+10% +$1.22M
ALB icon
762
Albemarle
ALB
$13.4B
$14.3M 0.02%
135,714
-14,962
-10% -$1.46M
SKYW icon
763
Skywest
SKYW
$4.35B
$14.3M 0.02%
418,580
+35,160
+9% +$1.25M
CAR icon
764
Avis
CAR
$5.47B
$14.3M 0.02%
483,406
+95,628
+25% +$3.32M
AMD icon
765
Advanced Micro Devices
AMD
$700B
$14.3M 0.02%
981,986
-262,194
-21% -$3.33M
CY
766
DELISTED
Cypress Semiconductor
CY
$14.3M 0.02%
1,036,924
+64,206
+7% +$820K
E icon
767
ENI
E
$78.1B
$14.2M 0.02%
434,597
+70,870
+19% +$2.25M
TTC icon
768
Toro Company
TTC
$8.79B
$14.2M 0.02%
227,647
+100,522
+79% +$5.99M
VAL
769
DELISTED
Valspar
VAL
$14.2M 0.02%
128,074
-18,190
-12% -$2M
SIG icon
770
Signet Jewelers
SIG
$3.84B
$14.2M 0.02%
204,441
-83,996
-29% -$6.28M
SDX
771
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$14.2M 0.02%
604,807
+44,262
+8% +$1.04M
ENIA
772
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$14.1M 0.02%
1,360,926
+387,450
+40% +$3.66M
IRM icon
773
Iron Mountain
IRM
$35.9B
$14.1M 0.02%
396,019
-184,261
-32% -$6.52M
FFIV icon
774
F5
FFIV
$22B
$14.1M 0.02%
98,801
-14,379
-13% -$2.05M
MFC icon
775
Manulife Financial
MFC
$73B
$14.1M 0.02%
793,108
+179,158
+29% +$3.3M
29 30
31
32 33

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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.