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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
EEP
876
DELISTED
Enbridge Energy Partners
EEP
$12M 0.02%
632,566
+24,781
+4% +$502K
NOK icon
877
Nokia
NOK
$46.9B
$11.9M 0.02%
2,199,475
+539,756
+33% +$2.72M
AYI icon
878
Acuity Brands
AYI
$9.99B
$11.9M 0.02%
58,420
-111,794
-66% -$23.6M
ACHC icon
879
Acadia Healthcare
ACHC
$2.52B
$11.9M 0.02%
272,876
+146,568
+116% +$5.95M
CM icon
880
Canadian Imperial Bank of Commerce
CM
$106B
$11.9M 0.02%
275,956
+75,658
+38% +$3.29M
APOG icon
881
Apogee Enterprises
APOG
$833M
$11.9M 0.02%
199,288
+9,313
+5% +$534K
TCF
882
DELISTED
TCF Financial Corporation Common Stock
TCF
$11.9M 0.02%
231,892
+23,287
+11% +$1.2M
SEE
883
DELISTED
Sealed Air
SEE
$11.8M 0.02%
271,213
-74,825
-22% -$3.52M
VEON icon
884
VEON
VEON
$3.5B
$11.8M 0.02%
115,732
+10,347
+10% +$1.06M
BLKB icon
885
Blackbaud
BLKB
$1.94B
$11.8M 0.02%
153,668
-4,262
-3% -$302K
MPWR icon
886
Monolithic Power Systems
MPWR
$61.4B
$11.8M 0.02%
127,654
+15,561
+14% +$1.38M
NXST icon
887
Nexstar Media Group
NXST
$6.01B
$11.8M 0.02%
167,496
-21,787
-12% -$1.46M
SIVB
888
DELISTED
SVB Financial Group
SIVB
$11.7M 0.02%
63,034
+4,074
+7% +$741K
REG icon
889
Regency Centers
REG
$14.9B
$11.7M 0.02%
176,091
+49,486
+39% +$3.39M
EFOR
890
Everforth Inc
EFOR
$960M
$11.7M 0.02%
240,730
-16,212
-6% -$751K
GWR
891
DELISTED
Genesee & Wyoming Inc.
GWR
$11.7M 0.02%
172,138
+18,510
+12% +$1.34M
CENTA icon
892
Central Garden & Pet Co Class A
CENTA
$2.43B
$11.7M 0.02%
419,719
-63,899
-13% -$1.66M
ARMK icon
893
Aramark
ARMK
$15B
$11.7M 0.02%
437,884
-13,280
-3% -$338K
NOW icon
894
ServiceNow
NOW
$120B
$11.7M 0.02%
666,215
+110,555
+20% +$1.93M
OVV icon
895
Ovintiv
OVV
$17B
$11.6M 0.02%
198,389
+77,162
+64% +$4.62M
LCI
896
DELISTED
Lannett Company, Inc.
LCI
$11.6M 0.02%
129,926
-2,387
-2% -$204K
VE
897
DELISTED
VEOLIA ENVIRONNEMENT
VE
$11.6M 0.02%
616,859
+143,607
+30% +$2.7M
R icon
898
Ryder
R
$9.9B
$11.6M 0.02%
153,530
-47,454
-24% -$3.59M
WCC
899
WESCO International
WCC
$15.1B
$11.6M 0.02%
166,246
+8,852
+6% +$620K
MGM icon
900
MGM Resorts International
MGM
$11.7B
$11.5M 0.02%
421,438
+30,855
+8% +$856K
34 35
36
37 38

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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.