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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
TPR icon
501
Tapestry
TPR
$30.3B
$23.8M 0.04%
575,214
-111,331
-16% -$4.2M
TAP icon
502
Molson Coors Class B
TAP
$8.02B
$23.7M 0.04%
248,120
-129,682
-34% -$12.7M
CTXS
503
DELISTED
Citrix Systems Inc
CTXS
$23.7M 0.04%
284,358
-184,892
-39% -$14.4M
MKL icon
504
Markel Group
MKL
$25.2B
$23.7M 0.04%
24,289
+1,994
+9% +$1.88M
UNM icon
505
Unum
UNM
$13.4B
$23.7M 0.04%
504,678
-319,951
-39% -$15M
INCY icon
506
Incyte
INCY
$25.4B
$23.5M 0.04%
175,657
+31,727
+22% +$4.04M
DVA icon
507
DaVita
DVA
$15.5B
$23.3M 0.04%
343,257
-82,544
-19% -$5.47M
AGCO icon
508
AGCO
AGCO
$8.41B
$23.2M 0.04%
385,382
+2,941
+0.8% +$181K
SWKS icon
509
Skyworks Solutions
SWKS
$9.2B
$23.2M 0.04%
236,455
-424,127
-64% -$38.7M
OC icon
510
Owens Corning
OC
$11B
$23.1M 0.04%
377,147
+50,244
+15% +$2.88M
COL
511
DELISTED
Rockwell Collins
COL
$23.1M 0.04%
237,980
-42,165
-15% -$3.96M
PACW
512
DELISTED
PacWest Bancorp
PACW
$23.1M 0.04%
434,041
+7,717
+2% +$423K
VRSN icon
513
VeriSign
VRSN
$26.3B
$23M 0.04%
264,208
-181,560
-41% -$15.1M
WU icon
514
Western Union
WU
$2.53B
$22.9M 0.04%
1,126,285
-600,996
-35% -$12.3M
BIG
515
DELISTED
Big Lots, Inc.
BIG
$22.9M 0.04%
470,298
-27,719
-6% -$1.4M
AEL
516
DELISTED
American Equity Investment Life Holding Company
AEL
$22.9M 0.04%
968,702
+56,228
+6% +$1.4M
UTHR icon
517
United Therapeutics
UTHR
$26.1B
$22.8M 0.03%
168,634
+14,920
+10% +$2.26M
KLAC icon
518
KLA
KLAC
$222B
$22.8M 0.03%
2,401,300
-274,010
-10% -$2.41M
DT
519
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$22.8M 0.03%
1,297,445
+103,858
+9% +$1.82M
X
520
DELISTED
US Steel
X
$22.8M 0.03%
673,156
-82,653
-11% -$2.94M
PAM icon
521
Pampa Energía
PAM
$4.57B
$22.7M 0.03%
419,007
-190,460
-31% -$8.78M
KSS icon
522
Kohl's
KSS
$2.16B
$22.6M 0.03%
567,192
-1,126,199
-67% -$46M
YUMC icon
523
Yum China
YUMC
$15.7B
$22.6M 0.03%
829,947
+65,754
+9% +$1.76M
MFG icon
524
Mizuho Financial
MFG
$120B
$22.6M 0.03%
6,115,166
+624,953
+11% +$2.32M
SONY icon
525
Sony
SONY
$137B
$22.5M 0.03%
3,341,600
+336,185
+11% +$2.1M
19 20
21
22 23

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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.