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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
SWN
926
DELISTED
Southwestern Energy Company
SWN
$11.1M 0.02%
1,354,529
-2,632,920
-66% -$22.8M
NWSA icon
927
News Corp Class A
NWSA
$15.7B
$11M 0.02%
848,401
-54,869
-6% -$687K
SCM
928
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$11M 0.02%
237,891
+44,081
+23% +$2.04M
ACM icon
929
Aecom
ACM
$9.41B
$11M 0.02%
309,560
+13,331
+5% +$488K
THS
930
DELISTED
Treehouse Foods
THS
$11M 0.02%
129,892
+12,792
+11% +$1.03M
J icon
931
Jacobs Solutions
J
$16.3B
$11M 0.02%
240,051
-56,449
-19% -$2.67M
BNDX icon
932
Vanguard Total International Bond ETF
BNDX
$82.1B
$11M 0.02%
202,430
+31,283
+18% +$1.69M
COO icon
933
Cooper Companies
COO
$14.2B
$10.9M 0.02%
218,560
-9,164
-4% -$435K
BMS
934
DELISTED
Bemis
BMS
$10.9M 0.02%
223,260
+15,560
+7% +$766K
AGO icon
935
Assured Guaranty
AGO
$3.75B
$10.9M 0.02%
293,843
+79,873
+37% +$3.17M
CYH icon
936
Community Health Systems
CYH
$385M
$10.9M 0.02%
1,226,580
+102,858
+9% +$802K
FCF icon
937
First Commonwealth Financial
FCF
$2.25B
$10.9M 0.02%
820,133
+11,870
+1% +$164K
SPB icon
938
Spectrum Brands
SPB
$2.05B
$10.9M 0.02%
78,147
+14,816
+23% +$1.97M
PRI icon
939
Primerica
PRI
$10.1B
$10.9M 0.02%
132,035
+7,907
+6% +$616K
ACWI icon
940
iShares MSCI ACWI ETF
ACWI
$32.5B
$10.9M 0.02%
171,527
+98,738
+136% +$6.11M
SFR
941
DELISTED
Starwood Waypoint Homes
SFR
$10.8M 0.02%
319,000
-85,700
-21% -$2.73M
VALE icon
942
Vale
VALE
$62.9B
$10.8M 0.02%
1,138,885
-189,974
-14% -$1.89M
BURL icon
943
Burlington
BURL
$23.6B
$10.8M 0.02%
110,634
+37,439
+51% +$3.32M
RMD icon
944
ResMed
RMD
$31.1B
$10.8M 0.02%
149,408
+21,637
+17% +$1.5M
RAMP icon
945
LiveRamp
RAMP
$2.3B
$10.7M 0.02%
375,972
+25,351
+7% +$706K
ONB icon
946
Old National Bancorp
ONB
$10.3B
$10.7M 0.02%
616,239
+48,317
+9% +$863K
LII icon
947
Lennox International
LII
$15.1B
$10.7M 0.02%
63,760
-16,408
-20% -$2.65M
LOPE icon
948
Grand Canyon Education
LOPE
$4.17B
$10.6M 0.02%
148,684
+20,138
+16% +$1.25M
LOGM
949
DELISTED
LogMein, Inc.
LOGM
$10.6M 0.02%
109,163
+30,055
+38% +$2.99M
GATX icon
950
GATX Corp
GATX
$6.48B
$10.6M 0.02%
174,507
+10,326
+6% +$608K
36 37
38
39 40

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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.