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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
FULT icon
826
Fulton Financial
FULT
$4.68B
$12.9M 0.02%
724,499
+27,460
+4% +$509K
MRVL icon
827
Marvell Technology
MRVL
$147B
$12.9M 0.02%
847,322
+122,941
+17% +$1.89M
BT
828
DELISTED
BT Group plc (ADR)
BT
$12.9M 0.02%
643,216
-394,173
-38% -$8.25M
SNN icon
829
Smith & Nephew
SNN
$13.7B
$12.9M 0.02%
416,925
+77,033
+23% +$2.36M
HRC
830
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$12.9M 0.02%
182,329
-17,956
-9% -$1.14M
LPX icon
831
Louisiana-Pacific
LPX
$5.14B
$12.8M 0.02%
517,279
+8,558
+2% +$189K
AIV
832
Aimco
AIV
$377M
$12.8M 0.02%
2,172,874
-739,008
-25% -$4.4M
AAWW
833
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$12.8M 0.02%
231,359
-6,825
-3% -$364K
ATR icon
834
AptarGroup
ATR
$8.69B
$12.8M 0.02%
166,569
+16,630
+11% +$1.24M
MASI
835
DELISTED
Masimo
MASI
$12.8M 0.02%
137,503
-22,004
-14% -$1.81M
XYL icon
836
Xylem
XYL
$28.5B
$12.8M 0.02%
254,602
-63,361
-20% -$3.09M
CXT icon
837
Crane NXT
CXT
$2.99B
$12.8M 0.02%
490,754
+25,672
+6% +$657K
SIX
838
DELISTED
Six Flags Entertainment Corp.
SIX
$12.7M 0.02%
214,016
+36,941
+21% +$2.21M
AA icon
839
Alcoa
AA
$11.3B
$12.7M 0.02%
369,025
+146,778
+66% +$5.14M
EMBJ
840
Embraer S.A. ADS
EMBJ
$12B
$12.7M 0.02%
574,763
-1,254
-0.2% -$28.5K
BEAV
841
DELISTED
B/E Aerospace Inc
BEAV
$12.7M 0.02%
197,617
-102,077
-34% -$6.4M
SWX icon
842
Southwest Gas
SWX
$6.64B
$12.7M 0.02%
152,679
+21,901
+17% +$1.79M
JHX icon
843
James Hardie Industries
JHX
$15.2B
$12.6M 0.02%
800,471
+194,844
+32% +$3.01M
IDA icon
844
Idacorp
IDA
$8B
$12.6M 0.02%
151,896
+8,566
+6% +$690K
NFG icon
845
National Fuel Gas
NFG
$7.69B
$12.6M 0.02%
211,101
+46,571
+28% +$2.74M
CNO icon
846
CNO Financial Group
CNO
$4.94B
$12.6M 0.02%
612,420
+137,570
+29% +$2.76M
SON icon
847
Sonoco
SON
$5.83B
$12.6M 0.02%
237,246
+7,631
+3% +$411K
CAVM
848
DELISTED
Cavium, Inc.
CAVM
$12.5M 0.02%
174,802
+32,473
+23% +$2.17M
EQNR icon
849
Equinor
EQNR
$97.3B
$12.5M 0.02%
728,344
+67,993
+10% +$1.22M
RJF icon
850
Raymond James Financial
RJF
$33.5B
$12.5M 0.02%
245,909
+34,298
+16% +$1.75M
32 33
34
35 36

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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.