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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
BRCD
726
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$15.1M 0.02%
1,209,638
-155,272
-11% -$1.93M
FLR icon
727
Fluor
FLR
$6.54B
$15.1M 0.02%
286,794
-395,244
-58% -$21.6M
THG icon
728
Hanover Insurance
THG
$8.13B
$15.1M 0.02%
167,465
-989
-0.6% -$87.6K
CVSA
729
Covista Inc
CVSA
$4.55B
$15.1M 0.02%
425,291
+143,181
+51% +$4.73M
KMT icon
730
Kennametal
KMT
$2.56B
$15M 0.02%
383,607
+58,192
+18% +$2.14M
COHR
731
DELISTED
Coherent Inc
COHR
$15M 0.02%
73,080
-4,211
-5% -$736K
VYX icon
732
NCR Voyix
VYX
$1.19B
$15M 0.02%
536,076
-1,954
-0.4% -$53.5K
CE icon
733
Celanese
CE
$4.82B
$15M 0.02%
166,944
+5,399
+3% +$472K
UFS
734
DELISTED
DOMTAR CORPORATION (New)
UFS
$15M 0.02%
410,449
-1,868
-0.5% -$74K
BSAC icon
735
Banco Santander Chile
BSAC
$16.1B
$15M 0.02%
596,431
+26,658
+5% +$602K
CDK
736
DELISTED
CDK Global, Inc.
CDK
$14.9M 0.02%
229,800
+30,132
+15% +$1.93M
PHM icon
737
Pultegroup
PHM
$25.2B
$14.9M 0.02%
634,214
-780,166
-55% -$16.8M
LEG icon
738
Leggett & Platt
LEG
$1.4B
$14.9M 0.02%
296,590
-29,587
-9% -$1.45M
CPB icon
739
Campbell Soup
CPB
$6.85B
$14.9M 0.02%
260,383
-199,276
-43% -$12.1M
DXCM icon
740
DexCom
DXCM
$29B
$14.9M 0.02%
703,440
-126,404
-15% -$2.47M
HWM icon
741
Howmet Aerospace
HWM
$109B
$14.8M 0.02%
733,290
+69,506
+10% +$1.37M
AME icon
742
Ametek
AME
$53.9B
$14.8M 0.02%
273,698
+3,669
+1% +$194K
CEO
743
DELISTED
CNOOC Limited
CEO
$14.7M 0.02%
123,071
+7,169
+6% +$876K
DB icon
744
Deutsche Bank
DB
$67.9B
$14.7M 0.02%
859,096
+50,614
+6% +$876K
WRB icon
745
W.R. Berkley
WRB
$28.1B
$14.7M 0.02%
704,403
+40,233
+6% +$828K
AIZ icon
746
Assurant
AIZ
$13.9B
$14.7M 0.02%
153,962
-260,211
-63% -$25.2M
KB icon
747
KB Financial Group
KB
$39.5B
$14.7M 0.02%
334,251
+97,600
+41% +$4.02M
THO icon
748
Thor Industries
THO
$4.06B
$14.7M 0.02%
152,423
+28,910
+23% +$3M
INOV
749
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$14.6M 0.02%
1,161,768
+1,106,827
+2,015% +$12.8M
RHI icon
750
Robert Half
RHI
$4.11B
$14.6M 0.02%
299,181
-58,511
-16% -$2.83M
28 29
30
31 32

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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.