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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
GME icon
701
GameStop
GME
$9.8B
$15.8M 0.02%
2,803,616
+621,692
+28% +$3.8M
HDS
702
DELISTED
HD Supply Holdings, Inc.
HDS
$15.8M 0.02%
383,630
+132,525
+53% +$5.6M
TRMB icon
703
Trimble
TRMB
$13.6B
$15.8M 0.02%
492,342
+148,568
+43% +$4.6M
HHH icon
704
Howard Hughes
HHH
$3.94B
$15.8M 0.02%
140,922
+24,245
+21% +$2.61M
BAH icon
705
Booz Allen Hamilton
BAH
$8.44B
$15.7M 0.02%
444,683
+54,135
+14% +$1.93M
HLF icon
706
Herbalife
HLF
$1.3B
$15.7M 0.02%
540,548
+7,868
+1% +$219K
SEIC icon
707
SEI Investments
SEIC
$12.3B
$15.7M 0.02%
311,439
+15,497
+5% +$782K
BNL
708
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$15.7M 0.02%
538,279
+95,774
+22% +$2.79M
KYO
709
DELISTED
Kyocera Adr
KYO
$15.7M 0.02%
279,445
+58,196
+26% +$3.15M
G icon
710
Genpact
G
$6.22B
$15.7M 0.02%
632,885
-19,591
-3% -$478K
EQT icon
711
EQT Corp
EQT
$32.9B
$15.6M 0.02%
469,974
-14,151
-3% -$472K
EVHC
712
DELISTED
Envision Healthcare Holdings Inc
EVHC
$15.6M 0.02%
254,617
+7,813
+3% +$524K
BIVV
713
DELISTED
Bioverativ Inc. Common Stock
BIVV
$15.6M 0.02%
+286,213
New +$14.1M
NMR icon
714
Nomura Holdings
NMR
$28.3B
$15.6M 0.02%
2,484,440
+222,939
+10% +$1.43M
AEG icon
715
Aegon
AEG
$13.3B
$15.6M 0.02%
3,945,472
+1,554,936
+65% +$6.59M
FMS icon
716
Fresenius Medical Care
FMS
$13.4B
$15.6M 0.02%
369,566
+65,196
+21% +$2.7M
RELX icon
717
RELX
RELX
$66.8B
$15.5M 0.02%
784,373
+142,459
+22% +$2.66M
HRL icon
718
Hormel Foods
HRL
$14.2B
$15.5M 0.02%
446,879
-15,050
-3% -$537K
KNBWY
719
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$15.5M 0.02%
815,194
+86,919
+12% +$1.65M
WTFC icon
720
Wintrust Financial
WTFC
$10.7B
$15.5M 0.02%
223,614
+12,800
+6% +$920K
MMS icon
721
Maximus
MMS
$3.32B
$15.4M 0.02%
247,514
+66,008
+36% +$3.88M
NPSN
722
DELISTED
NASPERS LTD
NPSN
$15.3M 0.02%
880,968
+288,197
+49% +$4.99M
ZBRA icon
723
Zebra Technologies
ZBRA
$13.5B
$15.3M 0.02%
167,155
-10,632
-6% -$921K
BF.B icon
724
Brown-Forman Class B
BF.B
$13.5B
$15.2M 0.02%
515,622
-32,922
-6% -$979K
SRCL
725
DELISTED
Stericycle Inc
SRCL
$15.2M 0.02%
183,174
+15,782
+9% +$1.27M
27 28
29
30 31

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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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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.