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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
OPLN
801
Openlane
OPLN
$4.28B
$13.4M 0.02%
812,019
+72,309
+10% +$1.23M
HOLX
802
DELISTED
Hologic
HOLX
$13.4M 0.02%
315,323
-48,888
-13% -$1.99M
PHG icon
803
Philips
PHG
$25.5B
$13.4M 0.02%
563,562
+75,261
+15% +$1.69M
RACE icon
804
Ferrari
RACE
$67.8B
$13.4M 0.02%
180,074
+21,302
+13% +$1.38M
FHN icon
805
First Horizon
FHN
$12.2B
$13.4M 0.02%
722,482
-88,853
-11% -$1.75M
ON icon
806
ON Semiconductor
ON
$30.7B
$13.3M 0.02%
861,825
+9,349
+1% +$136K
OGE icon
807
OGE Energy
OGE
$9.86B
$13.3M 0.02%
381,526
+64,388
+20% +$2.24M
LUX
808
DELISTED
Luxottica Group
LUX
$13.3M 0.02%
241,413
+14,047
+6% +$750K
IFX
809
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$13.3M 0.02%
648,958
+114,332
+21% +$2.34M
SNA icon
810
Snap-on
SNA
$21.5B
$13.3M 0.02%
78,671
-1,787
-2% -$307K
JEF icon
811
Jefferies Financial Group
JEF
$12.7B
$13.3M 0.02%
569,932
-234
-0% -$5.23K
JWN
812
DELISTED
Nordstrom
JWN
$13.3M 0.02%
284,631
-140,930
-33% -$6.29M
CPRT icon
813
Copart
CPRT
$28.5B
$13.2M 0.02%
1,702,008
+108,448
+7% +$798K
TCF
814
DELISTED
TCF Financial Corporation
TCF
$13.2M 0.02%
772,816
+90,893
+13% +$1.61M
VVC
815
DELISTED
Vectren Corporation
VVC
$13.1M 0.02%
224,332
+942
+0.4% +$52.3K
JLL icon
816
Jones Lang LaSalle
JLL
$15.8B
$13.1M 0.02%
117,817
+12,191
+12% +$1.33M
RENX
817
DELISTED
RELX N.V.
RENX
$13.1M 0.02%
705,363
-64,643
-8% -$1.12M
TEX icon
818
Terex
TEX
$7.37B
$13.1M 0.02%
416,898
-83,762
-17% -$2.63M
KUB
819
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$13.1M 0.02%
173,639
+15,359
+10% +$1.16M
COTY icon
820
Coty
COTY
$2.4B
$13.1M 0.02%
720,029
+451,523
+168% +$8.54M
WOOF
821
DELISTED
VCA Inc.
WOOF
$13.1M 0.02%
142,655
+9,065
+7% +$813K
DRE
822
DELISTED
Duke Realty Corp.
DRE
$13.1M 0.02%
496,851
-6,066
-1% -$156K
SHG icon
823
Shinhan Financial Group
SHG
$32.1B
$13M 0.02%
311,896
+127,650
+69% +$5.19M
CLF icon
824
Cleveland-Cliffs
CLF
$6.49B
$13M 0.02%
1,586,957
+641,520
+68% +$6.09M
HUBB icon
825
Hubbell
HUBB
$24.4B
$13M 0.02%
107,894
+24,542
+29% +$2.95M
31 32
33
34 35

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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.