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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
AVNS icon
1151
Avanos Medical
AVNS
$8M 0.01%
209,978
+28,008
+15% +$1.09M
XPO icon
1152
XPO
XPO
$24B
$8M 0.01%
482,681
+187,348
+63% +$3.06M
CACC icon
1153
Credit Acceptance
CACC
$5.84B
$7.99M 0.01%
40,083
+3,303
+9% +$665K
LHO
1154
DELISTED
LaSalle Hotel Properties
LHO
$7.99M 0.01%
276,092
-6,342
-2% -$188K
ABM icon
1155
ABM Industries
ABM
$2.88B
$7.98M 0.01%
183,073
+1,083
+0.6% +$44.8K
ZWS icon
1156
Zurn Elkay Water Solutions
ZWS
$8.23B
$7.96M 0.01%
715,886
+411,536
+135% +$4.43M
SINA
1157
DELISTED
Sina Corp
SINA
$7.96M 0.01%
110,363
+9,813
+10% +$695K
TX icon
1158
Ternium
TX
$9.68B
$7.92M 0.01%
303,298
+22,643
+8% +$563K
BOH icon
1159
Bank of Hawaii
BOH
$3.16B
$7.92M 0.01%
96,107
+14,758
+18% +$1.26M
FLOW
1160
DELISTED
SPX FLOW, Inc.
FLOW
$7.91M 0.01%
227,959
+28,715
+14% +$981K
DSX icon
1161
Diana Shipping
DSX
$270M
$7.9M 0.01%
2,445,826
+46,339
+2% +$131K
WSM icon
1162
Williams-Sonoma
WSM
$27.8B
$7.89M 0.01%
294,432
+14,754
+5% +$360K
TRP icon
1163
TC Energy
TRP
$70.5B
$7.89M 0.01%
170,918
+27,955
+20% +$1.3M
WIT icon
1164
Wipro
WIT
$19B
$7.88M 0.01%
4,108,107
+1,709,702
+71% +$3.12M
UCB
1165
United Community Banks
UCB
$4.27B
$7.88M 0.01%
284,390
-1,192
-0.4% -$33.9K
WAGE
1166
DELISTED
WageWorks, Inc.
WAGE
$7.87M 0.01%
108,817
-5,362
-5% -$397K
CHRD icon
1167
Chord Energy
CHRD
$7.25B
$7.82M 0.01%
548,068
-134,494
-20% -$1.89M
GHC icon
1168
Graham Holdings Company
GHC
$5.23B
$7.81M 0.01%
13,033
+542
+4% +$296K
TGNA
1169
DELISTED
TEGNA Inc
TGNA
$7.79M 0.01%
475,241
-385,293
-45% -$5.93M
UVV icon
1170
Universal Corp
UVV
$1.36B
$7.79M 0.01%
110,040
+1,747
+2% +$122K
ACC
1171
DELISTED
American Campus Communities, Inc.
ACC
$7.78M 0.01%
163,488
+7,293
+5% +$356K
CCU icon
1172
Compañía de Cervecerías Unidas
CCU
$2.2B
$7.77M 0.01%
307,577
+57,748
+23% +$1.33M
CMP icon
1173
Compass Minerals
CMP
$1.25B
$7.76M 0.01%
114,340
+20,026
+21% +$1.53M
LAD icon
1174
Lithia Motors
LAD
$8.17B
$7.75M 0.01%
90,435
+9,293
+11% +$901K
CW icon
1175
Curtiss-Wright
CW
$26.9B
$7.74M 0.01%
84,855
+18,576
+28% +$1.79M
45 46
47
48 49

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NIPH
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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.