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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
TFX icon
476
Teleflex
TFX
$5.96B
$25.3M 0.04%
130,423
-11,567
-8% -$2.08M
OKS
477
DELISTED
Oneok Partners LP
OKS
$25.2M 0.04%
466,234
+14,107
+3% +$705K
PRA
478
DELISTED
ProAssurance
PRA
$25.1M 0.04%
416,573
+37,157
+10% +$2.13M
NLY icon
479
Annaly Capital Management
NLY
$17.3B
$25M 0.04%
563,309
+23,462
+4% +$998K
CHL
480
DELISTED
China Mobile Limited
CHL
$24.9M 0.04%
451,504
-16,328
-3% -$911K
LLL
481
DELISTED
L3 Technologies, Inc.
LLL
$24.9M 0.04%
150,760
-68,104
-31% -$11M
MUR icon
482
Murphy Oil
MUR
$5.55B
$24.7M 0.04%
864,139
-285,157
-25% -$8.22M
M icon
483
Macy's
M
$6.51B
$24.6M 0.04%
829,229
-1,200,186
-59% -$37.1M
IX icon
484
ORIX
IX
$42.7B
$24.5M 0.04%
1,648,765
+56,855
+4% +$881K
CINF icon
485
Cincinnati Financial
CINF
$27.8B
$24.5M 0.04%
339,009
-64,057
-16% -$4.64M
CTRA
486
DELISTED
Coterra Energy
CTRA
$24.5M 0.04%
1,024,388
+59,534
+6% +$1.35M
CCEP icon
487
Coca-Cola Europacific Partners
CCEP
$49.1B
$24.4M 0.04%
647,947
+128,383
+25% +$4.48M
TEVA icon
488
Teva Pharmaceuticals
TEVA
$40.4B
$24.4M 0.04%
759,640
-210,095
-22% -$7.17M
TD icon
489
Toronto Dominion Bank
TD
$193B
$24.4M 0.04%
486,579
+158,819
+48% +$8.12M
CHKP icon
490
Check Point Software Technologies
CHKP
$14.3B
$24.2M 0.04%
236,008
+50,996
+28% +$5M
AV
491
DELISTED
Aviva Plc
AV
$24.2M 0.04%
1,809,848
+150,822
+9% +$2.02M
CIB icon
492
Grupo Cibest SA
CIB
$21.2B
$24.2M 0.04%
606,546
+20,396
+3% +$776K
GT icon
493
Goodyear
GT
$2.09B
$24M 0.04%
667,909
-1,052,604
-61% -$35.7M
LEN icon
494
Lennar Class A
LEN
$20.4B
$24M 0.04%
492,801
+91,224
+23% +$4.14M
SJM icon
495
J.M. Smucker
SJM
$13.5B
$24M 0.04%
183,024
-386,248
-68% -$52.5M
AKRX
496
DELISTED
Akorn Inc
AKRX
$23.9M 0.04%
994,005
+69,477
+8% +$1.51M
HDB icon
497
HDFC Bank
HDB
$123B
$23.8M 0.04%
1,266,676
+823,332
+186% +$14.3M
KSU
498
DELISTED
Kansas City Southern
KSU
$23.8M 0.04%
277,717
+96
+0% +$8.23K
UGI icon
499
UGI
UGI
$7.87B
$23.8M 0.04%
481,791
+61,289
+15% +$2.91M
WAT icon
500
Waters Corp
WAT
$37.3B
$23.8M 0.04%
152,185
+14,728
+11% +$2.2M
18 19
20
21 22

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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.