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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
CLR
1351
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$6.03M 0.01%
132,812
+8,075
+6% +$380K
ARCC icon
1352
Ares Capital
ARCC
$13.7B
$6.01M 0.01%
346,065
+26,994
+8% +$466K
PBR.A icon
1353
Petrobras Class A
PBR.A
$104B
$6M 0.01%
651,023
+72,469
+13% +$690K
JNS
1354
DELISTED
Janus Capital Group Inc
JNS
$6M 0.01%
454,497
+58,116
+15% +$743K
AIT icon
1355
Applied Industrial Technologies
AIT
$12.9B
$6M 0.01%
96,936
+231
+0.2% +$14.3K
FBP icon
1356
First Bancorp
FBP
$4.47B
$5.99M 0.01%
1,059,429
+111,491
+12% +$708K
COLM icon
1357
Columbia Sportswear
COLM
$3.3B
$5.99M 0.01%
101,877
-5,496
-5% -$308K
COR
1358
DELISTED
Coresite Realty Corporation
COR
$5.98M 0.01%
66,451
+1,270
+2% +$110K
INVX
1359
Innovex International
INVX
$1.79B
$5.98M 0.01%
109,598
+2,500
+2% +$149K
LCII icon
1360
LCI Industries
LCII
$2.62B
$5.98M 0.01%
59,887
+5,152
+9% +$554K
USG
1361
DELISTED
Usg
USG
$5.98M 0.01%
187,925
+5,969
+3% +$190K
VIAV icon
1362
Viavi Solutions
VIAV
$8.66B
$5.97M 0.01%
557,163
-6,357
-1% -$61.8K
LBRDK icon
1363
Liberty Broadband Class C
LBRDK
$4.72B
$5.97M 0.01%
69,050
+16,107
+30% +$1.34M
SVU
1364
DELISTED
SUPERVALU Inc.
SVU
$5.96M 0.01%
220,528
+14,503
+7% +$396K
TMX
1365
DELISTED
Terminix Global Holdings, Inc.
TMX
$5.95M 0.01%
212,835
+18,636
+10% +$484K
PPC icon
1366
Pilgrim's Pride
PPC
$7.09B
$5.92M 0.01%
262,958
-15,669
-6% -$317K
OMCL icon
1367
Omnicell
OMCL
$1.96B
$5.91M 0.01%
145,279
+6,786
+5% +$250K
ELS icon
1368
Equity Lifestyle Properties
ELS
$12.8B
$5.9M 0.01%
153,148
+1,638
+1% +$62.1K
KCG
1369
DELISTED
KCG Holdings, Inc.
KCG
$5.89M 0.01%
330,448
+70,445
+27% +$1.05M
SYKE
1370
DELISTED
SYKES Enterprises Inc
SYKE
$5.89M 0.01%
200,285
-18,802
-9% -$536K
MGEE icon
1371
MGE Energy Inc
MGEE
$3.09B
$5.88M 0.01%
90,505
-3,745
-4% -$237K
TSE
1372
DELISTED
Trinseo
TSE
$5.88M 0.01%
87,679
+17,653
+25% +$1.19M
WCN
1373
Waste Connections
WCN
$42.7B
$5.87M 0.01%
99,801
+7,845
+9% +$437K
WGL
1374
DELISTED
Wgl Holdings
WGL
$5.87M 0.01%
71,060
-5,282
-7% -$430K
SLF icon
1375
Sun Life Financial
SLF
$46.6B
$5.86M 0.01%
160,307
+26,626
+20% +$1.01M
53 54
55
56 57

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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.