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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
PIPR icon
1426
Piper Sandler
PIPR
$5.24B
$5.5M 0.01%
344,816
-7,984
-2% -$141K
MZTI
1427
The Marzetti Company
MZTI
$3.02B
$5.48M 0.01%
42,502
+12,994
+44% +$1.74M
EXPR
1428
DELISTED
Express, Inc.
EXPR
$5.47M 0.01%
30,001
-535
-2% -$111K
BID
1429
DELISTED
Sotheby's
BID
$5.45M 0.01%
119,730
+14,498
+14% +$620K
THRM icon
1430
Gentherm
THRM
$1.29B
$5.44M 0.01%
138,638
+89,447
+182% +$3.2M
TDK
1431
DELISTED
TDK CORP AMER DEP SH
TDK
$5.44M 0.01%
85,509
+7,739
+10% +$492K
FSLR icon
1432
First Solar
FSLR
$21.8B
$5.42M 0.01%
199,885
+72,117
+56% +$2.37M
WRLD icon
1433
World Acceptance Corp
WRLD
$880M
$5.42M 0.01%
104,609
-19,483
-16% -$1.05M
FET icon
1434
Forum Energy Technologies
FET
$593M
$5.41M 0.01%
13,075
-1,795
-12% -$772K
CBRL icon
1435
Cracker Barrel
CBRL
$1.2B
$5.41M 0.01%
33,986
+577
+2% +$92.3K
NVRO
1436
DELISTED
NEVRO CORP.
NVRO
$5.41M 0.01%
57,729
+19,453
+51% +$1.76M
GVA icon
1437
Granite Construction
GVA
$5.31B
$5.41M 0.01%
107,721
+50,605
+89% +$2.69M
ROL icon
1438
Rollins
ROL
$18.8B
$5.4M 0.01%
327,357
+42,766
+15% +$677K
AZPN
1439
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$5.4M 0.01%
91,636
-51,111
-36% -$3.01M
TI
1440
DELISTED
Telecom Italia
TI
$5.4M 0.01%
599,099
+74,687
+14% +$646K
CMRE icon
1441
Costamare
CMRE
$1.86B
$5.39M 0.01%
808,691
+113,445
+16% +$689K
SHO icon
1442
Sunstone Hotel Investors
SHO
$2.19B
$5.38M 0.01%
351,244
+46,798
+15% +$697K
ABMD
1443
DELISTED
Abiomed Inc
ABMD
$5.38M 0.01%
43,001
+1,789
+4% +$207K
TELN
1444
DELISTED
TELENOR ASA
TELN
$5.38M 0.01%
323,763
+79,637
+33% +$1.32M
BECN
1445
DELISTED
Beacon Roofing Supply, Inc.
BECN
$5.38M 0.01%
109,455
+8,384
+8% +$387K
SCSC icon
1446
Scansource
SCSC
$1.16B
$5.38M 0.01%
136,969
+50,140
+58% +$2.04M
BRX icon
1447
Brixmor Property Group
BRX
$9.77B
$5.37M 0.01%
250,368
+136,576
+120% +$3.18M
RDC
1448
DELISTED
Rowan Companies Plc
RDC
$5.37M 0.01%
344,713
-38,074
-10% -$671K
BRSS
1449
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$5.33M 0.01%
154,960
-1,663
-1% -$56.6K
ENTG icon
1450
Entegris
ENTG
$18B
$5.33M 0.01%
227,602
+4,001
+2% +$82.6K
56 57
58
59 60

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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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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.