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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
VER
776
DELISTED
VEREIT, Inc.
VER
$14.1M 0.02%
331,093
+44,824
+16% +$1.93M
RIG icon
777
Transocean
RIG
$5.48B
$14M 0.02%
1,126,373
+115,413
+11% +$1.59M
AVA icon
778
Avista
AVA
$3.43B
$14M 0.02%
358,839
-8,990
-2% -$352K
AJG icon
779
Arthur J. Gallagher & Co
AJG
$69.1B
$14M 0.02%
247,731
+23,303
+10% +$1.28M
GSG icon
780
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1B
$14M 0.02%
944,930
+104,591
+12% +$1.59M
QRVO icon
781
Qorvo
QRVO
$7.9B
$14M 0.02%
203,973
-6,248
-3% -$401K
IFF icon
782
International Flavors & Fragrances
IFF
$20.3B
$14M 0.02%
105,337
+10,107
+11% +$1.24M
NJ
783
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$14M 0.02%
583,703
+79,816
+16% +$1.91M
TEF
784
DELISTED
Telefonica
TEF
$13.9M 0.02%
1,537,277
+615,318
+67% +$5.06M
LNG icon
785
Cheniere Energy
LNG
$54.2B
$13.9M 0.02%
293,653
+76,569
+35% +$3.53M
DAN icon
786
Dana Inc
DAN
$2.88B
$13.8M 0.02%
717,047
-22,553
-3% -$437K
SIGI icon
787
Selective Insurance
SIGI
$5.76B
$13.8M 0.02%
293,141
+45,657
+18% +$2.03M
GPN icon
788
Global Payments
GPN
$24.1B
$13.8M 0.02%
171,261
-260,654
-60% -$20.4M
GDOT icon
789
Green Dot
GDOT
$750M
$13.8M 0.02%
413,705
+12,124
+3% +$343K
FLS icon
790
Flowserve
FLS
$8.94B
$13.8M 0.02%
284,969
-74,515
-21% -$3.61M
LPLA icon
791
LPL Financial
LPLA
$27B
$13.8M 0.02%
346,185
+54,581
+19% +$2.15M
PC
792
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$13.8M 0.02%
1,208,581
+107,883
+10% +$1.23M
LFUS icon
793
Littelfuse
LFUS
$10.4B
$13.7M 0.02%
85,873
+3,552
+4% +$563K
GRMN
794
Garmin
GRMN
$56.9B
$13.7M 0.02%
268,499
+19,288
+8% +$971K
NVR icon
795
NVR
NVR
$17.1B
$13.7M 0.02%
6,498
+1,408
+28% +$2.67M
IT icon
796
Gartner
IT
$11.1B
$13.6M 0.02%
126,325
+13,416
+12% +$1.38M
DOC icon
797
Healthpeak Properties
DOC
$15.5B
$13.6M 0.02%
435,018
-54,122
-11% -$1.66M
KEX icon
798
Kirby Corp
KEX
$7.01B
$13.6M 0.02%
192,675
-2,105
-1% -$144K
MAC icon
799
Macerich
MAC
$7.4B
$13.5M 0.02%
209,384
+26,744
+15% +$1.8M
MIC
800
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$13.5M 0.02%
167,265
+12,535
+8% +$992K
30 31
32
33 34

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MCM
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PSUF
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BAM
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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.