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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
LILAK icon
1926
Liberty Latin America Class C
LILAK
$1.55B
$2.74M ﹤0.01%
138,984
+52,097
+60% +$1.03M
HURN icon
1927
Huron Consulting
HURN
$1.89B
$2.74M ﹤0.01%
64,997
-77,679
-54% -$3.42M
CNCO
1928
DELISTED
Cencosud S.A.
CNCO
$2.74M ﹤0.01%
295,195
-12,417
-4% -$110K
VTLE
1929
DELISTED
Vital Energy
VTLE
$2.73M ﹤0.01%
9,362
-1,110
-11% -$308K
PNFP icon
1930
Pinnacle Financial Partners Inc
PNFP
$15.6B
$2.73M ﹤0.01%
41,035
-969
-2% -$65.4K
MINI
1931
DELISTED
Mobile Mini Inc
MINI
$2.73M ﹤0.01%
89,389
+1,885
+2% +$59.1K
MATW icon
1932
Matthews International
MATW
$878M
$2.72M ﹤0.01%
40,220
-184
-0.5% -$12.7K
PLUS icon
1933
ePlus
PLUS
$2.33B
$2.72M ﹤0.01%
80,452
+1,816
+2% +$55.7K
HTGC icon
1934
Hercules Capital
HTGC
$2.95B
$2.71M ﹤0.01%
179,241
+29,223
+19% +$428K
LNW
1935
DELISTED
Light & Wonder
LNW
$2.71M ﹤0.01%
114,545
+34,517
+43% +$667K
GASS icon
1936
StealthGas
GASS
$329M
$2.71M ﹤0.01%
678,402
+42,867
+7% +$170K
FRPT icon
1937
Freshpet
FRPT
$2.92B
$2.7M ﹤0.01%
245,855
-38,922
-14% -$420K
UVSP icon
1938
Univest Financial
UVSP
$1.23B
$2.7M ﹤0.01%
104,302
-152
-0.1% -$4.26K
EWT icon
1939
iShares MSCI Taiwan ETF
EWT
$9.99B
$2.69M ﹤0.01%
80,835
+37,371
+86% +$1.2M
KWR icon
1940
Quaker Houghton
KWR
$2.63B
$2.69M ﹤0.01%
20,401
+1,009
+5% +$132K
PRDO icon
1941
Perdoceo Education
PRDO
$1.99B
$2.69M ﹤0.01%
308,580
-36,631
-11% -$336K
ACTG icon
1942
Acacia Research
ACTG
$447M
$2.68M ﹤0.01%
466,424
-14,263
-3% -$83.3K
GNCMA
1943
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$2.68M ﹤0.01%
128,823
-19,342
-13% -$388K
HMSY
1944
DELISTED
HMS Holdings Corp.
HMSY
$2.68M ﹤0.01%
131,778
+3,059
+2% +$56.4K
GPRE icon
1945
Green Plains
GPRE
$1.15B
$2.68M ﹤0.01%
108,210
+23,040
+27% +$548K
ENSG icon
1946
The Ensign Group
ENSG
$10.4B
$2.68M ﹤0.01%
152,140
+86,546
+132% +$1.56M
GMED icon
1947
Globus Medical
GMED
$10.6B
$2.67M ﹤0.01%
90,252
+84
+0.1% +$2.29K
WSFS icon
1948
WSFS Financial
WSFS
$4.14B
$2.67M ﹤0.01%
58,171
+744
+1% +$33.8K
TU icon
1949
Telus
TU
$16.2B
$2.65M ﹤0.01%
163,444
+41,152
+34% +$675K
CVBF icon
1950
CVB Financial
CVBF
$3.97B
$2.65M ﹤0.01%
119,812
+17,238
+17% +$394K
76 77
78
79 80

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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.